An ABC approach for CAViaR models with asymmetric kernels (Q5107780)
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scientific article; zbMATH DE number 7194345
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An ABC approach for CAViaR models with asymmetric kernels |
scientific article; zbMATH DE number 7194345 |
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An ABC approach for CAViaR models with asymmetric kernels (English)
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28 April 2020
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approximate Bayesian computation
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likelihood-free inference
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CAViaR models
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loss functions
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forecasting
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MCMC
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