Marginal likelihood calculation for the Gelfand-Dey and Chib methods (Q433167): Difference between revisions
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| Property / author | |||
| Property / author: Chun Liu / rank | |||
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| Property / author: Qing Liu / rank | |||
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| Property / Mathematics Subject Classification ID: 62F15 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C40 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F10 / rank | |||
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| Property / zbMATH DE Number: 6055745 / rank | |||
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| Property / zbMATH Keywords | |||
model comparison | |||
| Property / zbMATH Keywords: model comparison / rank | |||
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structural break | |||
| Property / zbMATH Keywords: structural break / rank | |||
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heterogeneous autoregressive model | |||
| Property / zbMATH Keywords: heterogeneous autoregressive model / rank | |||
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Bayesian estimation | |||
| Property / zbMATH Keywords: Bayesian estimation / rank | |||
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Revision as of 23:22, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Marginal likelihood calculation for the Gelfand-Dey and Chib methods |
scientific article |
Statements
Marginal likelihood calculation for the Gelfand-Dey and Chib methods (English)
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13 July 2012
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model comparison
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structural break
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heterogeneous autoregressive model
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Bayesian estimation
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