A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (Q849878): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:46, 30 January 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
