A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (Q849878): Difference between revisions
From MaRDI portal
Latest revision as of 22:51, 24 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models |
scientific article |
Statements
A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (English)
0 references
14 November 2006
0 references
Bayesian model selection
0 references
GARCH models
0 references
Markov Chain Monte Carlo
0 references
model likelihood
0 references
0 references