A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (Q849878): Difference between revisions

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Latest revision as of 22:51, 24 June 2024

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A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models
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    A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (English)
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    14 November 2006
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    Bayesian model selection
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    GARCH models
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    Markov Chain Monte Carlo
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    model likelihood
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