Bayesian inference in time series models using kernel quasi likelihoods

DOI10.1111/1467-9574.04800MaRDI QIDQ4469563zbMATH OpenOpenAlexFDO

Authors Efthymios G. Tsionas

Publication date 15 June 2004

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9574.04800

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1524239 (Why is no real title available?)
• Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms

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(3)

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