Sketch the MCMC algorithm for obtaining samples from the joint pos terior distribution in the dynamical lag/lead
Question:
Sketch the MCMC algorithm for obtaining samples from the joint pos terior distribution in the dynamical lag/lead model presented in Section 8.3
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Time Series Modeling Computation And Inference
ISBN: 9781498747028
2nd Edition
Authors: Raquel Prado, Marco A. R. Ferreira, Mike West
Question Posted: