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"Bayesian analysis of spherically parameterized dynamic multivariate ..."
Guanyu Hu, Ming-Hui Chen, Nalini Ravishanker (2023)
- Guanyu Hu, Ming-Hui Chen, Nalini Ravishanker:
Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models. Comput. Stat. 38(2): 845-869 (2023)
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