Title of article
Simulation-based sequential analysis of Markov switching stochastic volatility models
Author/Authors
Carlos M. Carvalho، نويسنده , , Hedibert F. Lopes، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
17
From page
4526
To page
4542
Keywords
Bayesian time series , Bayes factor , Markov chain Monte Carlo , Particle filters , Sequential analysis , Stochastic volatility models
Journal title
Computational Statistics and Data Analysis
Serial Year
2007
Journal title
Computational Statistics and Data Analysis
Record number
308235
Link To Document