Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA
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Publication:5252859
DOI10.1080/03610918.2013.790444zbMath1328.62162OpenAlexW2001616494MaRDI QIDQ5252859
Ricardo S. Ehlers, Mauricio Zevallos
Publication date: 3 June 2015
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2013.790444
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
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