Pages that link to "Item:Q5881698"
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The following pages link to Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models (Q5881698):
Displaying 4 items.
- Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting (Q1695658) (← links)
- Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets (Q1704017) (← links)
- Markov switching panel with endogenous synchronization effects (Q2172001) (← links)
- Recurrent neural network go-GARCH model for portfolio selection (Q6631643) (← links)