Bayesian variance changepoint detection in linear models with symmetric heavy-tailed errors
Year of publication: |
2018
|
---|---|
Authors: | Kang, Shuaimin ; Liu, Guangying ; Qi, Howard ; Wang, Min |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 52.2018, 2, p. 459-477
|
Subject: | Bayesian inference | Gibbs sampler | Heavy-tailed distributions | The Metropolis-Hastings algorithm | Variance changepoints | Theorie | Theory | Bayes-Statistik | Statistische Verteilung | Statistical distribution |
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