A Bayesian inference for time series via copula-based Markov chain models

Keyphrases

• Bayesian Inference 100%
• Computational Difficulty 50%
• Copula 100%
• Correlated Observations 50%
• Empirical Bayes Method 50%
• Markov Chain 50%
• Markov Chain Model 100%
• Maximum Likelihood Estimation 50%
• Price Data 50%
• Resampling Methods 50%
• Serial Dependence 50%
• Stock Prices 50%
• Student-t Distribution 50%

Mathematics

• Bayesian Inference 100%
• Copula 100%
• Correlated Observation 50%
• Empirical Bayes Procedure 50%
• Markov Chain 100%
• Maximum Likelihood Estimate 50%
• Serial Dependence 50%