A carregar...
“Exact” and Approximate Methods for Bayesian Inference: Stochastic Volatility Case Study
We conduct a case study in which we empirically illustrate the performance of different classes of Bayesian inference methods to estimate stochastic volatility models. In particular, we consider how different particle filtering methods affect the variance of the estimated likelihood. We review and c...
Na minha lista:
| Publicado no: | Entropy (Basel) |
|---|---|
| Autor principal: | |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI
2021
|
| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC8071426/ https://ncbi.nlm.nih.gov/pubmed/33921077 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e23040466 |
| Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|