A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models
| Year of publication: |
2006
|
|---|---|
| Authors: | Miazhynskaia, Tatiana ; Dorffner, Georg |
| Published in: |
Statistical Papers. - Springer. - Vol. 47.2006, 4, p. 525-549
|
| Publisher: |
Springer |
| Subject: | Bayesian inference | Bayesian model selection | GARCH models | Markov Chain Monte Carlo (MCMC) | model likelihood |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008533779