Bayesian multivariate nonlinear state space copula models (Q6096679)
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scientific article; zbMATH DE number 7737956
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| English | Bayesian multivariate nonlinear state space copula models |
scientific article; zbMATH DE number 7737956 |
Statements
Bayesian multivariate nonlinear state space copula models (English)
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15 September 2023
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Bayesian inference
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copulas
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Hamiltonian Monte Carlo
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state space models
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0.7696341872215271
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0.7664215564727783
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0.758022665977478
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0.7431762218475342
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0.737302839756012
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