Markov switching quantile autoregression (Q6064121)
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scientific article; zbMATH DE number 7776565
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Markov switching quantile autoregression |
scientific article; zbMATH DE number 7776565 |
Statements
Markov switching quantile autoregression (English)
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12 December 2023
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asymmetric Laplace distribution
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Metropolis-Hastings
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block at a time
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transition probability
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marginal likelihood
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0.8286618590354919
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0.7881588935852051
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0.7797167897224426
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0.7775924205780029
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