Bayesian Clustering of Many Garch Models (Q5292354): Difference between revisions
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scientific article; zbMATH DE number 5165867
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Clustering of Many Garch Models |
scientific article; zbMATH DE number 5165867 |
Statements
Bayesian Clustering of Many Garch Models (English)
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20 June 2007
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Bayesian inference
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clustering
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GARCH
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Gibbs sampling
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mixtures
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