Efficient Gibbs sampling for Markov switching GARCH models (Q1659098)
From MaRDI portal
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)
0 references
15 August 2018
0 references
Bayesian inference
0 references
GARCH
0 references
Markov-switching
0 references
multiple-try Metropolis
0 references
