Bayesian multivariate nonlinear state space copula models.

Alexander Kreuzer Luciana Dalla Valle Claudia Czado

Published in: Comput. Stat. Data Anal. (2023)

Keyphrases

state space
statistical models
model selection
monte carlo
neural network
prior knowledge
probabilistic model
heuristic search
monte carlo simulation
complex systems
bayesian inference
autoregressive
parametric models
bayesian models