Listar1. Investigación por tema "Griddy–Gibbs sampler"

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    • Bayesian estimation of the Gaussian mixture GARCH model 

      Ausín, M. Concepción; Galeano, Pedro (Elsevier, 2007)
      Bayesian inference and prediction for a generalized autoregressive conditional heteroskedastic (GARCH) model where the innovations are assumed to follow a mixture of two Gaussian distributions is performed. The mixture ...