Adaptive MCMC methods for inference on affine stochastic volatility models with jumps (Q5703228)
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scientific article; zbMATH DE number 2226300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive MCMC methods for inference on affine stochastic volatility models with jumps |
scientific article; zbMATH DE number 2226300 |
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Adaptive MCMC methods for inference on affine stochastic volatility models with jumps (English)
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8 November 2005
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auxiliary particle filter
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Bayes factor
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jump diffusions
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