Estimación bayesiana de un Modelo Garch-M Bivariado

DOI10.15517/rmta.v31i1.53186OpenAlexW4391131775MaRDI QIDQ6203167

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Publication date: 27 February 2024

Published in: Revista de Matemática: Teoría y Aplicaciones (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15517/rmta.v31i1.53186

zbMATH Keywords

Bayesian inferenceHamiltonian Monte Carlobivariate GARCH-M modelsinflation and output growth

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

Cites Work

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