Filtering and estimation for a class of stochastic volatility models with intractable likelihoods
type: Item
instance of: scholarly article
title: Filtering and estimation for a class of stochastic volatility models with intractable likelihoods
zbMATH Open document ID: 1409.62184
DOI: 10.1214/18-BA1099
author: Emilian R. Vankov
author: Michele Guindani
author: Katherine Bennett Ensor
published in: Bayesian Analysis
publication date: 2019-01-15T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ba/1522202635
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7001974
zbMATH Keywords: particle Markov chain Monte Carlo
zbMATH Keywords: auxiliary particle filter
zbMATH Keywords: approximate Bayesian computation
zbMATH Keywords: stable distribution
describes a project that uses: STABLE
MaRDI profile type: Publication
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OpenAlex ID: W2794527365
Wikidata QID: Q130058101
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description: scientific article; zbMATH DE number 7001974