Efficient Bayesian inference for stochastic time-varying copula models (Q434914)
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scientific article; zbMATH DE number 6056966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Bayesian inference for stochastic time-varying copula models |
scientific article; zbMATH DE number 6056966 |
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Efficient Bayesian inference for stochastic time-varying copula models (English)
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16 July 2012
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time varying dependence
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non-Gaussian copulas
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Kendall's \(\tau\)
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Markov chain Monte Carlo
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coarse grid sampler
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0.93887466
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0.9184282
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0.91014415
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0.9078926
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0.9051889
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0.9051175
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0.9038302
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0.90206885
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