Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Rubing Liang, Binbin Qin, Qiang Xia
| Year of publication: |
2024
|
|---|---|
| Authors: | Liang, Rubing ; Qin, Binbin ; Xia, Qiang |
| Subject: | Baysesian inference | Forecasting | GARCH-type models | HMC algorithm | Mixed Gaussian | Theorie | Theory | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Algorithmus | Algorithm | Statistische Verteilung | Statistical distribution | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Induktive Statistik | Statistical inference |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10337-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472071