Bayesian semiparametric Markov switching stochastic volatility model (Q6574607)
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scientific article; zbMATH DE number 7883137
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian semiparametric Markov switching stochastic volatility model |
scientific article; zbMATH DE number 7883137 |
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Bayesian semiparametric Markov switching stochastic volatility model (English)
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18 July 2024
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Bayes factor
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Dirichlet process mixture
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particle learning
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sequential Monte Carlo
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