Essays on numerically efficient inference in nonlinear and non-Gaussian state space models, and commodity market analysis

Essays on numerically efficient inference in nonlinear and non-Gaussian state space models, and commodity market analysis

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Bibliographic Details
Main Author: Djegnéné, Gbowan Barnabé
Other Authors: McCausland, William J.
Published: 2014
Subjects:
Modèle espace-état
Efficacité numérique
Nonlinéaire
Non-Gaussien
Volatilité stochastique
Durée conditionnelle stochastique
Coopérative
Réputation
State space model
Numerical efficiency
Nonlinear
Stochastic volatility
Stochastic conditional duration
Cooperative
Reputation
Non-Gaussian
Economics - Finance / Économie - Finances (UMI : 0508)
Online Access:http://hdl.handle.net/1866/10209

Internet

http://hdl.handle.net/1866/10209

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