Bos, C.S.

model density parameter result sampling return forecast table level sample value method exchange distribution strategy variance figure algorithm period series shift inflation arfima currency section estimate likelihood journal decision rmsemod t t t memory function level shifts interest forecasting integration importance transformation statistic candidate sampler bayesian target change ratio process utility chapter analysis direction 0.000 level shift target density space correlation exchange rate returns 0.5 exchange rate observation garch drawing 6 6 arfimax importance sampling chain deviation horizon disturbance distance equation candidate density weight investor interval error arfima model interest rates effect estimation