Simulated maximum likelihood in autoregressive models with stochastic volatility errors
type: Item
instance of: scholarly article
title: Simulated maximum likelihood in autoregressive models with stochastic volatility errors
author: Ji Eun Choi
author: Bei Chen
author: Bovas Abraham
published in: Applied Stochastic Models in Business and Industry
publication date: 2024-07-18T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7883211
zbMATH Keywords: autoregressive model
zbMATH Keywords: efficient importance sampling
zbMATH Keywords: particle filter
zbMATH Keywords: simulated maximum likelihood
zbMATH Keywords: stochastic volatility
MaRDI profile type: Publication
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DOI: 10.1002/ASMB.2095
description: scientific article; zbMATH DE number 7883211