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

标题
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models
作者
关键词
-
出版物
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 76, Issue -, Pages 408-423
出版商
Elsevier BV
发表日期
2013-01-15
DOI
10.1016/j.csda.2013.01.002

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