A Markov-Chain Sampling Algorithm for GARCH Models (Q3368228): Difference between revisions
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Revision as of 11:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Markov-Chain Sampling Algorithm for GARCH Models |
scientific article |
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A Markov-Chain Sampling Algorithm for GARCH Models (English)
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27 January 2006
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Bayesian inference
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GARCH
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Markov-chain Monte Carlo
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Metropolis-Hastings algorithm
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