Pages that link to "Item:Q849878"
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The following pages link to A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (Q849878):
Displaying 10 items.
- Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
- Bayesian testing for non-linearity in volatility modeling (Q1010548) (← links)
- Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483) (← links)
- A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood (Q1927121) (← links)
- On marginal likelihood computation in change-point models (Q1927122) (← links)
- Bayesian model choice of grouped \(t\)-copula (Q1930463) (← links)
- Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
- Application of the full Bayesian significance test to model selection under informative sampling (Q2633417) (← links)
- A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (Q3087583) (← links)
- Neural Network Models for Conditional Distribution Under Bayesian Analysis (Q5446247) (← links)
