A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models
Tatiana Miazhynskaia; Georg Dorffner
| Year of publication: |
2006
|
|---|---|
| Authors: | Miazhynskaia, Tatiana ; Dorffner, Georg |
| Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 47.2006, 4, p. 525-549
|
| Subject: | Bayes-Statistik | Bayesian inference | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003344726