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Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling.

Tore Selland KleppeHans Julius Skaug
Published in: Comput. Stat. Data Anal. (2012)
Keyphrases
  • complex systems
  • prior knowledge
  • probabilistic model
  • learning algorithm
  • computer vision
  • image sequences
  • model selection
  • stock market