On the degrees of freedom in MCMC-based Wishart models for time series data (Q2018621)
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scientific article; zbMATH DE number 6419262
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the degrees of freedom in MCMC-based Wishart models for time series data |
scientific article; zbMATH DE number 6419262 |
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On the degrees of freedom in MCMC-based Wishart models for time series data (English)
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24 March 2015
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degrees of freedom
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Gyndikin's theorem
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Markov chain Monte Carlo
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sensitivity analysis
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Wishart distribution
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