Bayesian log-linear beta-negative binomial integer-valued GARCH model

DOI10.1007/S00180-023-01386-WMaRDI QIDQ6567442FDOQ6567442

Authors: Keming Yu 

Publication date: 5 July 2024

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

adaptive Markov chain Monte Carlointeger-valued GARCH modelsbeta-negative binomial distributions

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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