Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models.
Richard GerlachCathy W. S. ChenPublished in: Stat. Comput. (2008)
Keyphrases
- bayesian inference
- probabilistic model
- autoregressive
- hidden variables
- statistical models
- bayesian model
- statistical inference
- statistical model
- variational inference
- neural network model
- parameter estimation
- bayesian framework
- prior information
- gibbs sampler
- density estimation
- support vector
- markov chain monte carlo
- maximum a posteriori
- probabilistic modeling
- bayesian models