Simulated likelihood inference for stochastic volatility models using continuous particle filtering
Bibliographic Information
- Other Title
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- SPECIAL ISSUE : BAYESIAN INFERENCE AND STOCHASTIC COMPUTATION
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Journal
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- Annals of the Institute of Statistical Mathematics / edited by the Institute of Statistical Mathematics
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Annals of the Institute of Statistical Mathematics / edited by the Institute of Statistical Mathematics 66 (3), 527-552, 2014-06
Tokyo : Institute of Statistical Mathematics
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Keywords
Details 詳細情報について
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- CRID
- 1522825130094905984
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- NII Article ID
- 40020088984
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- NII Book ID
- AA00026236
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- ISSN
- 00203157
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- NDL BIB ID
- 025512391
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- Text Lang
- en
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- NDL Source Classification
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- ZM31(科学技術--数学)
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- Data Source
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- NDL Search
- CiNii Articles
