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Particle learning for Bayesian semi-parametric stochastic volatility model
Articles
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Overview
authors
Lopes, Hedibert F.
AUSIN OLIVERA, MARIA CONCEPCION
GALEANO SAN MIGUEL, PEDRO
published in
Econometric Reviews
Journal
publication date
January 2019
issue
9
volume
38
Digital Object Identifier (DOI)
https://doi.org/10.1080/07474938.2018.1514022
International Standard Serial Number (ISSN)
0747-4938
Electronic International Standard Serial Number (EISSN)
1532-4168
Classification
keywords
bayes factor; dirichlet process mixture; mcmc; sequential monte carlo