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
Keywords :
Sequential analysis , Stochastic volatility models , Bayesian time series , Markov chain Monte Carlo , Particle filters , Bayes factor
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
