Bayesian analysis of mixture of autoregressive components with an application to financial market volatility (Q3439757)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of mixture of autoregressive components with an application to financial market volatility |
scientific article |
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Bayesian analysis of mixture of autoregressive components with an application to financial market volatility (English)
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29 May 2007
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MCMC methods
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mixture autoregressive models
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Bayesian model selection
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stationarity conditions
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volatility
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