A Bayesian inference for time series via copula-based Markov chain models (Q5083906)
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scientific article; zbMATH DE number 7545502
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| English | A Bayesian inference for time series via copula-based Markov chain models |
scientific article; zbMATH DE number 7545502 |
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A Bayesian inference for time series via copula-based Markov chain models (English)
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21 June 2022
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Clayton copula
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nonstandardized Student's \(t\)-distribution
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Bayesian inference
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Markov chain Monte Carlo
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Metropolis-Hastings algorithm
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0.7863454222679138
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0.767808735370636
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0.7552788257598877
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0.7547730803489685
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