000 | 00691nam a2200181Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aMeyer, Renate Et al | ||
240 | _aEconometrics Journal (3 Issues per Annualy) | ||
245 | _aStochastic Volatility: Bayesian Computation Using Automatic Differentiation and The Extended Kalman Filter | ||
246 |
_aJ5085 _f2003 |
||
260 | _c2003 | ||
300 |
_bV. 06 _cIssue. 2 _a408-420 |
||
366 | _b2003 | ||
366 | _bDec | ||
650 | _aEconometrics | ||
653 | _aMarkov Chain Monte Carlo;Extended kalam filter;Laplace approximation;Automatric differentiation;Heavy tailed distributions;Non Gaussian Nonlinear state space models; | ||
942 | _cJA | ||
999 |
_c42935 _d42935 |