Efficient Bayesian inference for stochastic time-varying copula models (Q434914): Difference between revisions

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Latest revision as of 12:02, 5 July 2024

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Efficient Bayesian inference for stochastic time-varying copula models
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    Efficient Bayesian inference for stochastic time-varying copula models (English)
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    16 July 2012
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    time varying dependence
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    non-Gaussian copulas
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    Kendall's \(\tau\)
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    Markov chain Monte Carlo
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    coarse grid sampler
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