Studies in Nonlinear Dynamics and Econometrics. 2013;17(4):-. doi: 10.1515/snde-2013-0020 Q40.72025

Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models

贝叶斯自适应更新的哈密顿蒙特卡罗方法及其在高维BEKK-GARCH模型中的应用

DOI: 10.1515/snde-2013-0020

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