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MCMC Bayesian Estimation in FIEGARCH Models.

Taiane Schaedler PrassSílvia Regina Costa LopesJorge Alberto Achcar
Published in: Commun. Stat. Simul. Comput. (2016)
Keyphrases
  • bayesian estimation
  • posterior distribution
  • probabilistic model
  • parameter estimation
  • data sets
  • model selection
  • markov chain monte carlo
  • computer vision
  • graph cuts
  • generative model