Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models (Q5881698)
From MaRDI portal
scientific article; zbMATH DE number 7662314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models |
scientific article; zbMATH DE number 7662314 |
Statements
Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models (English)
0 references
13 March 2023
0 references
high-dimensional joint sampling
0 references
Markov chain Monte Carlo
0 references
