Marginal likelihood for Markov-switching and change-point GARCH models (Q2512618): Difference between revisions

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Latest revision as of 21:35, 8 July 2024

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Marginal likelihood for Markov-switching and change-point GARCH models
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    Marginal likelihood for Markov-switching and change-point GARCH models (English)
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    7 August 2014
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    Bayesian inference
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    simulation
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    GARCH
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    Markov-switching model
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    change-point model
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    marginal likelihood
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    particle MCMC
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