Estimation of Stochastic Volatility Models: An Approximation to the Nonlinear State Space Representation
type: Item
instance of: scholarly article
title: Estimation of Stochastic Volatility Models: An Approximation to the Nonlinear State Space Representation
zbMATH Open document ID: 1066.62105
DOI: 10.1081/SAC-200055729
author: Junji Shimada
author: Yoshihiko Tsukuda
publication date: 2005-07-18T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62C05
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 2187542
zbMATH Keywords: Laplace approximation
zbMATH Keywords: nonlinear state space representation
zbMATH Keywords: stochastic volatility
MaRDI profile type: Publication
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full work available at URL: sac-200055729
OpenAlex ID: W1995946422
published in: Communications in Statistics. Simulation and Computation
description: scientific article; zbMATH DE number 2187542