Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models (Q5881698)
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scientific article; zbMATH DE number 7662314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models |
scientific article; zbMATH DE number 7662314 |
Statements
Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models (English)
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13 March 2023
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high-dimensional joint sampling
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Markov chain Monte Carlo
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