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scientific article; zbMATH DE number 7112390 - MaRDI portal

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Publication:5195363

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DOI10.3969/J.ISSN.1006-6330.2018.04.012zbMath1438.62052MaRDI QIDQ5195363

Youhua He, Huan Liu

Publication date: 2 October 2019

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

zbMATH Keywords

Markov chain Monte Carlo Bayesian estimation change-point Griddy-Gibbs sampler

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

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