Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation

Keyphrases

• Bayesian Inference 100%
• Equation of State 100%
• Nonlinear State-space Model 100%
• Bivariate 66%
• Autoregressive Process 66%
• Gibbs Sampler 66%
• Maximum Likelihood Method 33%
• Superior Performance 33%
• Prediction Accuracy 33%
• Autocorrelation 33%
• Simulation Study 33%
• Number of Parameters 33%
• Volatility 33%
• Varying Parameters 33%
• Gibbs Sampling 33%
• Benchmark Model 33%
• Interweaving 33%
• Copula Model 33%
• Stochastic Volatility Model 33%
• Asymmetric Tail Dependence 33%
• Student t Copula 33%
• Dynamic Mixed Copula 33%
• Elliptical Slice Sampling 33%
• Mixture Copula Model 33%
• DCC-GARCH 33%
• R Script 33%
• Skew-student 33%
• Popular 33%
• Dynamic Copula Model 33%

Mathematics

• Bayesian Inference 100%
• Space Model 100%
• Copula 100%
• State Equation 100%
• Bivariate 66%
• Gibbs Sampler 66%
• Autoregressive Model 66%
• Supplementary Material 66%
• Asymmetric 33%
• Simulation Study 33%
• Time-Varying Parameter 33%
• Stochastic Volatility Model 33%
• Maximum Likelihood Method 33%
• Additional Result 33%
• Return Relationship 33%
• Predictive Accuracy 33%
• Autocorrelation 33%
• Gibbs Free Energy 33%

Computer Science

• State Space 100%
• State Equation 100%
• Gibbs Free Energy 100%
• Supplementary Material 66%
• Superior Performance 33%
• Alternative Technique 33%
• Model Benchmark 33%
• Maximum Likelihood Method 33%
• Simulation Study 33%
• Predictive Accuracy 33%