Bayesian model selection for D-vine pair-copula constructions (Q3087589)
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scientific article; zbMATH DE number 5939503
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| English | Bayesian model selection for D-vine pair-copula constructions |
scientific article; zbMATH DE number 5939503 |
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Bayesian model selection for D-vine pair-copula constructions (English)
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16 August 2011
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reversible jump Markov chain Monte Carlo
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swap rates
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0.8704637289047241
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0.8659001588821411
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0.8631755113601685
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0.8458799123764038
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0.8387246131896973
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