Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions

DOI10.1016/j.csda.2020.106977OpenAlexW3020808656MaRDI QIDQ2189604

Mike K. P. So, Thomas W. C. Chan, Ray S. W. Chung, Amanda M. Y. Chu

Publication date: 16 June 2020

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2020.106977

zbMATH Keywords

Bayesian inferenceGARCH modelsMCMCcomposite likelihoodspatial-temporal models

Mathematics Subject Classification ID

Statistics (62-XX)

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