Efficient Bayesian inference for stochastic time-varying copula models (Q434914)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Bayesian inference for stochastic time-varying copula models |
scientific article |
Statements
Efficient Bayesian inference for stochastic time-varying copula models (English)
0 references
16 July 2012
0 references
time varying dependence
0 references
non-Gaussian copulas
0 references
Kendall's \(\tau\)
0 references
Markov chain Monte Carlo
0 references
coarse grid sampler
0 references
0 references
0 references
0 references
