chib 中文意思是什麼
chib
解釋
吉布-
Purification and properties of endo - chitosanase chib from aspergillus sp. cj
326內切殼聚糖酶的分離純化和性質 -
Here we developed the general arma ( p, q ) - garch ( r, s ) - m ( k ) models, which maybe become increasingly important for estimating volatility returns and exogenous shocks for finance data. after we present the posterior distribution of the model and the full conditional distributions of all the parameters of the model, we develop a hybrid metropolis - hastings algorithm for estimating the parameters of arma - garch - m models based on the works of bayesian chib and greenberg ( 1994 ) and nakatsuma ( 2000 ). here we simplified the estimations in ma and garch block
作為該模型的推廣，我們在本文中提出了一個一般的arma （ p ， q ） - garch （ r ， s ） - m （ k ）模型，並在詳細給出模型的后驗分佈以及模型的所有參數的滿條件分佈的基礎上，結合chibandgreenberg （ 1994 ）與nakatsuma （ 2000 ）等人的工作，對此新模型設計了一個可行的混合metropolis - hastings演算法，簡化了ma塊與garch塊的估計。 -
Markov chain monte carlo ( mcmc ) algorithms have achieved a considerable following in the statistics and econometrics literature in the last ten years. there has been considerable research on so - called generalized autoregressive conditional heteroskedastic ( garch ) models for dealing with these methods since the remarkable works of chib and greenberg ( 1994 )
Mcmc演算法在近10年來越來越受到統計界與計量經濟界的廣泛重視，自從chib和greenberg （ 1994 ）開創性地提出了對arma模型的mcmc演算法后，國內外有許多學者開始對自回歸條件異方差模型的mcmc演算法進行了大量的研究。
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