A flexible and automated likelihood based framework for inference in stochastic volatility models.
Hans J. SkaugJun YuPublished in: Comput. Stat. Data Anal. (2014)
Keyphrases
- probabilistic model
- modeling framework
- dynamic bayesian networks
- bayesian models
- bayesian inference
- bayesian framework
- main contribution
- statistical inference
- structured prediction
- probabilistic modeling
- monte carlo
- statistical models
- random fields
- lightweight
- model selection
- maximum likelihood
- abductive reasoning
- bayesian networks