Markov Chain Monte Carlo Methods for Parameter Estimation in Multidimensional Continuous Time Markov Switching Models

  • Sylvia Frühwirth-Schnatter (Speaker)

Activity: Talk or presentationInvited talkunknown

Period30 Nov 2009
Event titleWorkshop "Financial Mathematics meets Econometrics"
Event typeConference
LocationGermanyShow on map

Fields of science

  • 504 Sociology
  • 305 Other Human Medicine, Health Sciences
  • 106 Biology
  • 502 Economics
  • 105 Geosciences
  • 103 Physics, Astronomy
  • 101 Mathematics
  • 509 Other Social Sciences
  • 101029 Mathematical statistics