Simulated maximum likelihood in autoregressive models with stochastic volatility errors (Q6574701)
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scientific article; zbMATH DE number 7883211
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulated maximum likelihood in autoregressive models with stochastic volatility errors |
scientific article; zbMATH DE number 7883211 |
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Simulated maximum likelihood in autoregressive models with stochastic volatility errors (English)
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18 July 2024
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autoregressive model
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efficient importance sampling
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particle filter
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simulated maximum likelihood
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stochastic volatility
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