Particle learning for Bayesian semi-parametric stochastic volatility model (Q5860957)
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scientific article; zbMATH DE number 7484488
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Particle learning for Bayesian semi-parametric stochastic volatility model |
scientific article; zbMATH DE number 7484488 |
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Particle learning for Bayesian semi-parametric stochastic volatility model (English)
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4 March 2022
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Bayes factor
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Dirichlet process mixture
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MCMC
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sequential Monte Carlo
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