Konu "Bayesian Methods" için WoS İndeksli Yayınlar Koleksiyonu listeleme
Toplam kayıt 1, listelenen: 1-1
-
Bayesian estimation of student-t garch model using lindley's approximation
(Acad Economic Studies, 2019)The dependency of conditional second moments of financial time series is modelled by Generalized Autoregressive conditionally heteroscedastic (GARCH) processes. The maximum likelihood estimation (MLE) procedure is most ...