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Latest revision as of 09:26, 29 July 2024

scientific article; zbMATH DE number 7545502
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English
A Bayesian inference for time series via copula-based Markov chain models
scientific article; zbMATH DE number 7545502

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    A Bayesian inference for time series via copula-based Markov chain models (English)
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    21 June 2022
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    Clayton copula
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    nonstandardized Student's \(t\)-distribution
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    Bayesian inference
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    Markov chain Monte Carlo
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    Metropolis-Hastings algorithm
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