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Sequential Monte Carlo with model tempering - MaRDI portal

Sequential Monte Carlo with model tempering (Q6645235)

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scientific article; zbMATH DE number 7950946
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English
Sequential Monte Carlo with model tempering
scientific article; zbMATH DE number 7950946

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    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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