Bayesian estimation of a multivariate TAR model when the noise process follows a <i>Student-t</i> distribution (Q5079959)
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scientific article; zbMATH DE number 7533680
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of a multivariate TAR model when the noise process follows a <i>Student-t</i> distribution |
scientific article; zbMATH DE number 7533680 |
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Bayesian estimation of a multivariate TAR model when the noise process follows a <i>Student-t</i> distribution (English)
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30 May 2022
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MTAR models
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Bayesian analysis
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MCMC methods
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multivariate \textit{Student-t} distribution
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