Marginal likelihood for Markov-switching and change-point GARCH models (Q2512618): Difference between revisions
From MaRDI portal
Latest revision as of 21:35, 8 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Marginal likelihood for Markov-switching and change-point GARCH models |
scientific article |
Statements
Marginal likelihood for Markov-switching and change-point GARCH models (English)
0 references
7 August 2014
0 references
Bayesian inference
0 references
simulation
0 references
GARCH
0 references
Markov-switching model
0 references
change-point model
0 references
marginal likelihood
0 references
particle MCMC
0 references
0 references
0 references
0 references
0 references
0 references
0 references