Markov switching component GARCH model: Stability and forecasting (Q2816418): Difference between revisions
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Revision as of 09:39, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov switching component GARCH model: Stability and forecasting |
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Markov switching component GARCH model: Stability and forecasting (English)
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22 August 2016
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GARCH models
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Markov processes
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Bayesian inference
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forecasting
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Gibbs sampling algorithm
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stability
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