Parallel Bayesian inference for high-dimensional dynamic factor copulas
Hoang Nguyen, M. Concepción Ausín, Pedro Galeano
| Year of publication: |
2019
|
|---|---|
| Authors: | Nguyen, Hoang ; Ausín, M. Concepción ; Galeano, Pedro |
| Subject: | Bayesian inference | factor copula models | GAS model | generalized hyperbolic skew Student-t factor copula | parallel estimation | Multivariate Verteilung | Multivariate distribution | Bayes-Statistik | Theorie | Theory | Statistische Verteilung | Statistical distribution | Induktive Statistik | Statistical inference | Schätzung | Estimation | Faktorenanalyse | Factor analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nby032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012054431