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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...in Monte Carlo Metropolis-Hastings algorithm Simulation smoother

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 Heading...in Monte Carlo Metropolis-Hastings algorithm Simulation　smoother State spa...

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