Bayesian inference for time series regression models with multivariate t autoregressions on errors
碩士 === 國立交通大學 === 統計學研究所 === 94 === This thesis considers a Bayesian approach to the regression model with autoregressive multivariate t errors, whose conditional variance satis‾es a kind of generalized autoregressive conditional heteroscedastic model. We present the approximate Bayesian posterior a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/37590193750663711677 |