POSTERIOR ANALYSIS OF THE MULTIPLICATIVE HETEROSCEDASTICITY MODEL (Q4540629)
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scientific article; zbMATH DE number 1772255
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| English | POSTERIOR ANALYSIS OF THE MULTIPLICATIVE HETEROSCEDASTICITY MODEL |
scientific article; zbMATH DE number 1772255 |
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POSTERIOR ANALYSIS OF THE MULTIPLICATIVE HETEROSCEDASTICITY MODEL (English)
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28 July 2002
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Multiplicative heteroscedasticity, Bayesian approach, The Metropolis-Hastings algorithm, Sampling density
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0.8995199
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0.88494164
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0.88239276
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0.8584187
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