Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Bayesian semiparametric Markov switching stochastic volatility model - MaRDI portal

Bayesian semiparametric Markov switching stochastic volatility model

From MaRDI portal

Publication:6574607

Jump to:navigation, search

DOI10.1002/asmb.2434MaRDI QIDQ6574607

Audronė Virbickaitė, Hedibert Freitas Lopes

Publication date: 18 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

Bayes factor sequential Monte Carlo Dirichlet process mixture particle learning

Mathematics Subject Classification ID

Statistics (62-XX)

This page was built for publication: Bayesian semiparametric Markov switching stochastic volatility model

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6574607&oldid=40112162"