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