"Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC ..."

Gregor Kastner, Sylvia Frühwirth-Schnatter (2014)

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DOI: 10.1016/J.CSDA.2013.01.002

access: closed

type: Journal Article

metadata version: 2020-02-18

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Gregor Kastner, Sylvia Frühwirth-Schnatter:
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. Comput. Stat. Data Anal. 76: 408-423 (2014)

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