Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model (Q3368385): Difference between revisions
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Latest revision as of 20:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model |
scientific article |
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Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model (English)
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27 January 2006
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double truncation
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Markov Chain Monte Carlo algorithms
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model selection
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purchasing power parity
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