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Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models.
Guanyu Hu
Ming-Hui Chen
Nalini Ravishanker
Published in:
Comput. Stat. (2023)
Keyphrases
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bayesian analysis
point processes
statistical models
stochastic simulation
complex systems
decision trees
long term
dynamic programming
probabilistic model
dynamic environments
short term
computational models
stochastic model