Open AccessBayesian Change-point Model for ARCH
Author(s) -
Seung-Min Nam,
Juwon Kim,
Sinsup Cho
Publication year - 2006
Publication title -
communications for statistical applications and methods
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.326
H-Index - 6
eISSN - 2383-4757
pISSN - 2287-7843
DOI - 10.5351/ckss.2006.13.3.491
Subject(s) - arch , bayesian probability , mathematics , econometrics , statistics , computer science , artificial intelligence , engineering , structural engineering