Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Li, Chenxing and Maheu, John M and Yang, Qiao (2022): An Infinite Hidden Markov Model with Stochastic Volatility. |
Classification: | C11 - Bayesian Analysis ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; c58 |
Source: | BASE |
Persistent link: https://www.econbiz.de/10015269013