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Deviance information criterion
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Markov chain Monte Carlo method
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Model selection
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Chen, Cathy
Kolkiewicz, Adam W.
5
Men, Zhongxian
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Wirjanto, Tony S.
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Threshold variable selection of asymmetric stochastic volatility models
Chen, Cathy
;
Liu, Feng-Chi
;
So, Mike
- In:
Computational Statistics
28
(
2013
)
6
,
pp. 2415-2447
highest posterior model probability. The second method is to use the
deviance
information
criterion
to compare among these …
Persistent link: https://www.econbiz.de/10010847532
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