Search Results for author: David S. Stoffer

Found 1 papers, 0 papers with code

An Approach to Efficient Fitting of Univariate and Multivariate Stochastic Volatility Models

no code implementations19 Jul 2019 Chen Gong, David S. Stoffer

The model is a nonlinear and non-Gaussian state space model, and consequently is difficult to fit.

Methodology Computation

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