Efficient Bayesian estimation for GARCH-type models via Sequential Monte
Carlo

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Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo

10 June 2019

Christopher C. Drovandi

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Papers citing "Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo"

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Title
Stochastic Variational Inference for GARCH Models Hanwen Xuan Luca Maestrini F. Chen Clara Grazian 101 2 0 29 Aug 2023
Deep Learning Enhanced Realized GARCH Chen Liu Chao Wang Minh-Ngoc Tran Robert Kohn 34 0 0 16 Feb 2023
Recurrent Conditional Heteroskedasticity T.-N. Nguyen Minh-Ngoc Tran Robert Kohn BDL 74 11 0 25 Oct 2020
A practical guide to pseudo-marginal methods for computational inference in systems biology D. Warne R. Baker Matthew J. Simpson 55 17 0 28 Dec 2019
Vector operations for accelerating expensive Bayesian computations -- a tutorial guide D. Warne Scott A. Sisson Christopher Drovandi Queensland University of Technology 62 4 0 25 Feb 2019