Efficient Bayesian inference for stochastic time-varying copula models (Q434914)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Bayesian inference for stochastic time-varying copula models |
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Efficient Bayesian inference for stochastic time-varying copula models (English)
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16 July 2012
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time varying dependence
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non-Gaussian copulas
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Kendall's \(\tau\)
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Markov chain Monte Carlo
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coarse grid sampler
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