Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (Q334843): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.jkss.2016.05.002 / rank
 
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Latest revision as of 21:11, 12 July 2024

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Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence
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    Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (English)
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    1 November 2016
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    Bayesian case influence
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    GARCH models
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    Kullback-Leibler divergence
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