MCMC interweaving strategy for estimating stochastic volatility model and its application (Q6116260)
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scientific article; zbMATH DE number 7713499
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MCMC interweaving strategy for estimating stochastic volatility model and its application |
scientific article; zbMATH DE number 7713499 |
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MCMC interweaving strategy for estimating stochastic volatility model and its application (English)
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18 July 2023
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interweaving strategy
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Kalman filtering
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MCMC algorithm
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stochastic volatility model
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