Sequential Monte Carlo with model tempering (Q6645235)
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scientific article; zbMATH DE number 7950946
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential Monte Carlo with model tempering |
scientific article; zbMATH DE number 7950946 |
Statements
Sequential Monte Carlo with model tempering (English)
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28 November 2024
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Bayesian computations
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dynamic stochastic general equilibrium models
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sequential Monte Carlo
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stochastic volatility
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vector autoregressions
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