Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (Q5485108)
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scientific article; zbMATH DE number 5050408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models |
scientific article; zbMATH DE number 5050408 |
Statements
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (English)
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28 August 2006
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dynamic latent variables
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Markov chain Monte Carlo
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maximum likelihood
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simulation smoother
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