Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (Q334843): Difference between revisions
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| Property / author: Jin-Guan Lin / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62J20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F03 / rank | |||
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| Property / zbMATH DE Number: 6646464 / rank | |||
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Bayesian case influence | |||
| Property / zbMATH Keywords: Bayesian case influence / rank | |||
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GARCH models | |||
| Property / zbMATH Keywords: GARCH models / rank | |||
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Kullback-Leibler divergence | |||
| Property / zbMATH Keywords: Kullback-Leibler divergence / rank | |||
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Revision as of 05:54, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence |
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Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (English)
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1 November 2016
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Bayesian case influence
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GARCH models
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Kullback-Leibler divergence
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