Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models

DOI10.1007/s00180-022-01266-9OpenAlexW4289262407MaRDI QIDQ6177007

Ming-Hui Chen, Ravishanker, Nalini, Guanyu Hu

Publication date: 29 August 2023

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-022-01266-9

zbMATH Keywords

time seriesMCMCdynamic correlationmultivariate L measure

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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