Bayesian inference in time series models using kernel quasi likelihoods

DOI10.1111/1467-9574.04800zbMATH Open1076.62552OpenAlexW2017748100MaRDI QIDQ4469563FDOQ4469563

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

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Mathematics Subject Classification ID

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

Cites Work

• Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
• Title not available (Why is that?)

Cited In (3)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Sequential Bayesian kernel modelling with non-Gaussian noise

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