Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach (Q1971785)
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scientific article; zbMATH DE number 1423253
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach |
scientific article; zbMATH DE number 1423253 |
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Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach (English)
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3 October 2001
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GARCH
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ARMA process
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Metropolis-Hastings algorithm
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Markov chain Monte Carlo
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