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subject:"Bayes-Statistik"
subject:"Welt"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"INSEAD"
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A Bayesian design criterion for the dual objective of model discrimination and parameter estimation
Ng, Szu-hui
(
contributor
);
Chick, Stephen E.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001651049
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
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