On the degrees of freedom in MCMC-based Wishart models for time series data (Q2018621)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the degrees of freedom in MCMC-based Wishart models for time series data
scientific article

    Statements

    On the degrees of freedom in MCMC-based Wishart models for time series data (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    24 March 2015
    0 references
    degrees of freedom
    0 references
    Gyndikin's theorem
    0 references
    Markov chain Monte Carlo
    0 references
    sensitivity analysis
    0 references
    Wishart distribution
    0 references
    0 references
    0 references

    Identifiers