Publisher
Springer International Publishing
Reference24 articles.
1. Andersen, T., Bollerslev, T., Lange, S.: Forecasting financial market volatility: sample frequency visa-vis forecast horizon. J. Empirical Finance 6(5), 457–477 (1999)
2. Bidyuk, P., Gozhyj, A., Kalinina, I., et al.: The methods Bayesian analysis of the threshold stochastic volatility model. In: Proceedings of the 2018 IEEE 2nd International Conference on Data Stream Mining and Processing, DSMP 2018, Lviv, pp. 70–75 (2018)
3. Bidyuk, P., Gozhyj, A., Kalinina, I., Gozhyj, V.: Analysis of uncertainty types for model building and forecasting dynamic processes. In: Advances in Intelligent Systems and Computing II, vol. 689, pp. 66–78. Springer, Cham (2017)
4. Blasco, A., Sorensen, D., Bidanel, J.P.: Bayesian inference of genetic parameters and selection response for litter size components in pigs. Genetics 149, 301–306 (1998)
5. Casella, G., George, E.I.: Explaining the Gibbs sampler. Am. Stat. 46, 167–174 (1992)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献