The HESSIAN method: highly efficient simulation smoothing, in a nutshell (Q527930)
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scientific article; zbMATH DE number 6714695
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The HESSIAN method: highly efficient simulation smoothing, in a nutshell |
scientific article; zbMATH DE number 6714695 |
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The HESSIAN method: highly efficient simulation smoothing, in a nutshell (English)
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12 May 2017
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state space models
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simulation smoothing
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importance sampling
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MCMC
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stochastic volatility
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count models
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duration models
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