On the Relationship between Uhlig Extended and beta‐Bartlett Processes (Q5030956)
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scientific article; zbMATH DE number 7476231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Relationship between Uhlig Extended and beta‐Bartlett Processes |
scientific article; zbMATH DE number 7476231 |
Statements
On the Relationship between Uhlig Extended and beta‐Bartlett Processes (English)
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18 February 2022
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Bayesian model comparison
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state-space models
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stochastic volatility
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