Efficient Gibbs sampling for Markov switching GARCH models (Q1659098): Difference between revisions
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Revision as of 00:01, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Gibbs sampling for Markov switching GARCH models |
scientific article |
Statements
Efficient Gibbs sampling for Markov switching GARCH models (English)
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15 August 2018
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Bayesian inference
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GARCH
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Markov-switching
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multiple-try Metropolis
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