Bayesian inference of multiple structural change models with asymmetric GARCH errors (Q2062347)
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scientific article; zbMATH DE number 7450870
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference of multiple structural change models with asymmetric GARCH errors |
scientific article; zbMATH DE number 7450870 |
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Bayesian inference of multiple structural change models with asymmetric GARCH errors (English)
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27 December 2021
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breakpoints
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structural change
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skew student-t distribution
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segmented model
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Markov chain Monte Carlo methods
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deviance information criterion (DIC)
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0.7899220585823059
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0.7748076319694519
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0.7598645687103271
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0.7546031475067139
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