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Efficient Bayesian inference for stochastic time-varying copula models

✍ Scribed by Carlos Almeida; Claudia Czado

Book ID: 113557701
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 648 KB
Volume: 56
Category: Article
ISSN: 0167-9473
DOI: 10.1016/j.csda.2011.08.015

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