Bayesian Inference for Mixed Gaussian GARCH-Type Model by Hamiltonian Monte Carlo Algorithm

Rubing Liang1, Binbin Qin1, Qiang Xia1

  • 1College of Mathematics and Informatics, South China Agricultural University, Guangzhou, 510642 People's Republic of China.

Computational Economics
|December 5, 2022
PubMed

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