Inference for the Hyperparameters of Structural Models Under Classical and Bayesian Perspectives: A Comparison Study
DOI10.1080/03610918.2010.509831zbMath1205.62025OpenAlexW2091731865MaRDI QIDQ3072399
Thiago Rezende dos Santos, Glaura C. Franco
Publication date: 3 February 2011
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2010.509831
bootstrapstate space modelsMetropolis-Hastingsdynamic linear modelsconfidence and credibility intervals
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Bayesian inference (62F15) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05)
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