Login / Signup
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models.
Gregor Kastner
Sylvia Frühwirth-Schnatter
Published in:
Comput. Stat. Data Anal. (2014)
Keyphrases
</>
monte carlo
prior knowledge
probabilistic model
graphical models
model selection
parameter estimation
cost sensitive
historical data
monte carlo simulation
stochastic processes
stochastic models
machine learning
learning algorithm
generative model
stock market
stock price