Simulation smoothing for state-space models: a computational efficiency analysis (Q452558)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Simulation smoothing for state-space models: a computational efficiency analysis |
scientific article; zbMATH DE number 6082967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation smoothing for state-space models: a computational efficiency analysis |
scientific article; zbMATH DE number 6082967 |
Statements
Simulation smoothing for state-space models: a computational efficiency analysis (English)
0 references
15 September 2012
0 references
Markov chain Monte Carlo
0 references
importance sampling
0 references
count data
0 references
high frequency financial data
0 references
