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Start Over Graduate Program Statistics Year 2010 Committee Member Runze Li Committee Member Timothy Simin Keyword state space model Keyword Markov Chain Monte Carlo (MCMC)

1. BAYESIAN ANALYSIS OF MULTIVARIATE REGIME SWITCHING COVARIANCE MODEL

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Open Access
Author:
Zhang, Lu
Title:
BAYESIAN ANALYSIS OF MULTIVARIATE REGIME SWITCHING COVARIANCE MODEL
Graduate Program:
Statistics
Keywords:
dynamic covariance
state space model
Markov Chain Monte Carlo (MCMC)
bayesian analysis
stochastic volatility
time series analysis
File:
Download Lu-Dissertation.pdf
Committee Members:
John Liechty, Committee Chair/Co-Chair
Runze Li, Committee Member
Murali Haran, Committee Member
Timothy Simin, Committee Member
James Landis Rosenberger, Committee Member

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