Pages that link to "Item:Q2687889"
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The following pages link to Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks (Q2687889):
Displaying 5 items.
- Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles (Q2212816) (← links)
- Bayesian Inference for ARFIMA Models (Q5226139) (← links)
- A point mass proposal method for Bayesian state-space model fitting (Q6117022) (← links)
- Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure (Q6626285) (← links)
- A switching state-space transmission model for tracking epidemics and assessing interventions (Q6626704) (← links)
