Laplace approximations using \(n^\alpha\)-consistent estimators (Q680390)
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scientific article; zbMATH DE number 6828696
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| English | Laplace approximations using \(n^\alpha\)-consistent estimators |
scientific article; zbMATH DE number 6828696 |
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Laplace approximations using \(n^\alpha\)-consistent estimators (English)
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23 January 2018
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asymptotic expansion
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Bayesian analysis
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GARCH model
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Laplace's approximation
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0.8501605987548828
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0.8338995575904846
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0.8165183663368225
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