Marginal likelihood calculation for the Gelfand-Dey and Chib methods (Q433167)

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Marginal likelihood calculation for the Gelfand-Dey and Chib methods
scientific article

    Statements

    title
    Marginal likelihood calculation for the Gelfand-Dey and Chib methods (English)
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    author
    Chun Liu
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    Qing Liu
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    publication date
    13 July 2012
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    62F15
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    65C40
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    62F10
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    zbMATH DE Number
    6055745
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    OpenAlex ID
    W2072247834
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