Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (Q5066000)
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scientific article; zbMATH DE number 7499294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation |
scientific article; zbMATH DE number 7499294 |
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Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (English)
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28 March 2022
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asymmetric tail dependence
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copulas
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financial time series
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time varying parameters
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volatility
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