Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage (Q3297248)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage |
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Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage (English)
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3 July 2020
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ancillarity-sufficiency interweaving strategy (ASIS)
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auxiliary mixture sampling
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Bayesian inference
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Markov chain Monte Carlo (MCMC)
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state-space model
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