Bayesian estimation for time-series regressions improved with exact likelihoods
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Publication:4826344
DOI10.1080/00949650310001643270zbMath1211.62148OpenAlexW2105492613MaRDI QIDQ4826344
Wei-Fang Niu, Cathy W. S. Chen, Hsiang-Yu Lee, Jack C. Lee
Publication date: 11 November 2004
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650310001643270
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Bayesian inference (62F15)
Cites Work
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