Jump to main content

yr 〜
yr

Search results 2

Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic Volatility Models

Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic Volatility Models
Paper文書・図像類
Omori, Yasuhiro, Watanabe, Toshiaki日本経済国際共同センター2007-08Discussion paper series. CIRJE-FCIRJE-F-507
Other Libraries in Japan
  • Subject Heading...esian analysis Disturbance smoother Kalman filter Markov chain Mo...

Block sampler and posterior mode estimation for a nonlinear and non-Gaussian state-space model with correlated errors

Block sampler and posterior mode estimation for a nonlinear and non-Gaussian state-space model with correlated errors
Paper文書・図像類
Omori, Yasuhiro, Watanabe, Toshiaki日本経済国際共同センター2007-08Discussion paper series. CIRJE-FCIRJE-F-508
Other Libraries in Japan
  • Subject HeadingBayesian analysis Disturbance smoother Kalman filter Leverage　effect...

Reached to the end of result.

RSS