A Bayesian inference for time series via copula-based Markov chain models (Q5083906): Difference between revisions
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Revision as of 18:42, 5 March 2024
scientific article; zbMATH DE number 7545502
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian inference for time series via copula-based Markov chain models |
scientific article; zbMATH DE number 7545502 |
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A Bayesian inference for time series via copula-based Markov chain models (English)
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21 June 2022
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Clayton copula
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nonstandardized Student's \(t\)-distribution
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Bayesian inference
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Markov chain Monte Carlo
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Metropolis-Hastings algorithm
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