Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility (Q1672741): Difference between revisions
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Revision as of 23:59, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility |
scientific article |
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Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility (English)
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11 September 2018
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Dirichlet process
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Markov chain Monte Carlo
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stochastic volatility
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time-varying parameters
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inflation
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Bayesian inference
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