Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility (Q1672741): Difference between revisions

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Latest revision as of 13:48, 16 July 2024

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Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
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    Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility (English)
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    11 September 2018
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    Dirichlet process
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    Markov chain Monte Carlo
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    stochastic volatility
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    time-varying parameters
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    inflation
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    Bayesian inference
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