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Bayesian inference for quantile autoregressive model with explanatory variables - MaRDI portal

Bayesian inference for quantile autoregressive model with explanatory variables (Q6106243)

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scientific article; zbMATH DE number 7702545
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Bayesian inference for quantile autoregressive model with explanatory variables
scientific article; zbMATH DE number 7702545

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    Bayesian inference for quantile autoregressive model with explanatory variables (English)
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    27 June 2023
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    quantile autoregressive model
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    Bayesian quantile regression
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    Gibbs sampling
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    explanatory variables
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    latent variable
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