On double hysteretic heteroskedastic model (Q5222509)
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scientific article; zbMATH DE number 7184760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On double hysteretic heteroskedastic model |
scientific article; zbMATH DE number 7184760 |
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On double hysteretic heteroskedastic model (English)
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1 April 2020
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asymmetry
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Bayesian methods
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hysteresis
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Markov chain Monte Carlo
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model selection
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posterior odds ratio
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value-at-risk
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skew Student's \(t\)-distribution
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threshold autoregressive model
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