Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (Q334843): Difference between revisions
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Revision as of 04:44, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence |
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Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (English)
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1 November 2016
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Bayesian case influence
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GARCH models
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Kullback-Leibler divergence
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