搜索结果: 1-1 共查到“知识库 社会福利与社会保障统计学 Model”相关记录1条 . 查询时间(0.234 秒)
A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix
Correlated factors Inverse Wishart Markov chain Monte Carlo
2011/7/5
Our article considers a regression model with observed factors. The observed factors have a flexible stochastic volatility structure that has separate dynamics for the volatilities and the correlation...