๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Review of SsfPack 2.2: statistical algorithms for models in state space

โœ Scribed by Marius Ooms


Book ID
108512999
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
92 KB
Volume
2
Category
Article
ISSN
1368-4221

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


State-space stochastic volatility models
โœ Capobianco, Enrico ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 904 KB

Stochastic volatility models (SVMs) represent an important framework for the analysis of financial time series data, together with ARCH-type models; but unlike the latter, the former, at least from the statistical point of view, cannot rely on the possibility of obtaining exact inference, in particu