Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models

Published 2013 View Full Article

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Title
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models
Authors
Keywords
-
Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 76, Issue -, Pages 408-423
Publisher
Elsevier BV
Online
2013-01-15
DOI
10.1016/j.csda.2013.01.002

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