A general Bayesian model for heteroskedastic data with fully conjugate full-conditional distributions
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Cites work
- scientific article; zbMATH DE number 788228 (Why is no real title available?)
- Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors
- Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Computationally efficient multivariate spatio-temporal models for high-dimensional count-valued data (with discussion)
- Conditional Heteroskedasticity in Asset Returns: A New Approach
- Generalized autoregressive conditional heteroscedasticity
- Inference in Arch and Garch Models with Heavy-Tailed Errors
- Phenomenological forecasting of disease incidence using heteroskedastic Gaussian processes: a dengue case study
- Spatial stochastic volatility for lattice data
- The Bayesian Lasso
- The pricing of options and corporate liabilities
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