Bayesian inference for a mixture double autoregressive model (Q6068059)
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scientific article; zbMATH DE number 7778713
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| English | Bayesian inference for a mixture double autoregressive model |
scientific article; zbMATH DE number 7778713 |
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Bayesian inference for a mixture double autoregressive model (English)
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15 December 2023
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Bayesian estimation
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Bayes factor
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financial time series
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mixture double autoregressive model
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heteroscedasticity test
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