Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation
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| Format: | Book Chapter |
| Language: | English |
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| LEADER | 00000naa a2200000 4500 | ||
|---|---|---|---|
| 001 | 0259959 | ||
| 005 | 20191127141327.4 | ||
| 041 | 0 | |a eng | |
| 044 | |a CZ | ||
| 245 | 1 | 0 | |a Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation |c Jiří Witzany, Milan Fičura |
| 100 | 1 | |a Witzany, Jiří | |
| 700 | 1 | |a Fičura, Milan | |