A Bayesian semiparameteric analysis of ARCH models (Q2725678)
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scientific article; zbMATH DE number 1619523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian semiparameteric analysis of ARCH models |
scientific article; zbMATH DE number 1619523 |
Statements
12 July 2001
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ARCH model
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Dirichlet process
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Markov chain Monte Carlo methods
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A Bayesian semiparameteric analysis of ARCH models (English)
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