Bayesian Monte Carlo filtering for stochastic volatility models
R Casarin - Cahier du CEREMADE, 2004 - papers.ssrn.com
… discuss drawbacks of most important simulation based inference approaches and to show … Throughout the work, many examples illustrate how Bayesian simulation based inference …
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… discuss drawbacks of most important simulation based inference approaches and to show … Throughout the work, many examples illustrate how Bayesian simulation based inference …