Pages that link to "Item:Q5467629"
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The following pages link to Bayesian analysis of switching ARCH models (Q5467629):
Displayed 4 items.
- A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (Q849878) (← links)
- Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques* (Q3156190) (← links)
- Bayesian Inference and Forecasting in Dynamic Neural Networks with Fully Markov Switching ARCH Noises (Q3526064) (← links)
- Neural Network Models for Conditional Distribution Under Bayesian Analysis (Q5446247) (← links)