Robust Bayesian analysis of a multivariate dynamic model

journal contribution

posted on 2025-09-08, 05:49 authored by Arvind Shrivastava, Anoop Chaturvedi, Ishaq BhattiIshaq Bhatti

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History

Publication Date

2019-08-15

Journal

Physica A: Statistical Mechanics and its Applications

Volume

528

Article Number

121451

Pagination

16p.

Publisher

Elsevier

ISSN

0378-4371

Rights Statement

© 2019 Published by Elsevier B.V.

Publisher DOI

https://doi.org/10.1016/j.physa.2019.121451

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Categories

Keywords

Data complexity Multivariate dynamic model Robust Bayesian epsilon-contamination class of prior ML-II posterior density Corporate finance

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Exports