scientific article; zbMATH DE number 1034047

zbMath0880.62087MaRDI QIDQ4344415

Robert E. McCulloch, Cathy W. S. Chen, Ruey S. Tsay

Publication date: 5 February 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic volatilityGibbs samplerBayesian model selectionmixed modelthreshold autoregressive modelbilinear modelstock market port foliosWolf sunspot numbers

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)