Parallel Constrained Hamiltonian Monte Carlo for BEKK Model Comparison (Q5133546)
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scientific article; zbMATH DE number 7272424
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parallel Constrained Hamiltonian Monte Carlo for BEKK Model Comparison |
scientific article; zbMATH DE number 7272424 |
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Parallel Constrained Hamiltonian Monte Carlo for BEKK Model Comparison (English)
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10 November 2020
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dynamic conditional covariances
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Markov chain Monte Carlo
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GPU acceleration
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