Efficient importance sampling in mixture frameworks
type: Item
instance of: scholarly article
title: Efficient importance sampling in mixture frameworks
zbMATH Open document ID: 1506.62096
author: Tore Selland Kleppe
author: Roman Liesenfeld
published in: Computational Statistics and Data Analysis
publication date: 2018-11-23T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6983989
zbMATH Keywords: data augmentation
zbMATH Keywords: dynamic latent variable model
zbMATH Keywords: importance sampling
zbMATH Keywords: marginalized likelihood
zbMATH Keywords: mixture
zbMATH Keywords: Monte Carlo
zbMATH Keywords: realized volatility
describes a project that uses: AdMit
MaRDI profile type: Publication
full work available at URL: j.csda.2013.01.025
OpenAlex ID: W1973634505
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DOI: 10.1016/J.CSDA.2013.01.025
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description: scientific article; zbMATH DE number 6983989