Approximate Bayesian Computation for a Class of Time Series Models
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Publication:6064614
DOI10.1111/insr.12089arXiv1401.0265MaRDI QIDQ6064614
Publication date: 10 November 2023
Published in: International Statistical Review (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.0265
Related Items (9)
Bayesian inference for fractional oscillating Brownian motion ⋮ An approximate likelihood perspective on ABC methods ⋮ On predictive inference for intractable models via approximate Bayesian computation ⋮ A rare event approach to high-dimensional approximate Bayesian computation ⋮ Multilevel Monte Carlo in approximate Bayesian computation ⋮ Marginalized approximate filtering of state‐space models ⋮ Filtering and estimation for a class of stochastic volatility models with intractable likelihoods ⋮ Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs ⋮ Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models
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