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scientific article; zbMATH DE number 1098833 - MaRDI portal

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Publication:4369005

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zbMath0884.62098MaRDI QIDQ4369005

Hideo Kozumi, Wolfgang Polasek

Publication date: 28 January 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

random coefficients Gibbs sampling exchange rates full conditional distributions VAR-VARCH models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

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