Gibbet Hill Rd.
Coventry, West Midlands CV4 8UW
University of Warwick
in Total Papers Citations
Stochastic Volatility, Particle Filter, Simulation, State Space, Leverage Effect, Jumps
Efficient importance sampling, marginal likelihood, multinomial logit, particle marginal Metropolis-Hastings, optimal number of particles, stochastic volatility
Auxiliary variables; Adapted ﬁltering; Bayesian inference; Simulated likelihood
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