Bayesian Comparison between MCMC, PMCMC, and VI in Nonlinear Time Series
Authors Department of Statistics, College of Administration and Economics, University of Sumer, [email protected]: 0009-0009-6974-7958 Paper DOI https://doi.org/10.59992/IJFAES.2026.v5n5p7 Abstract Nonlinear time series models have gained significant attention in applied studies due to their ability to represent complex dynamical properties, such as fluctuation clustering, system transitions, and common non-Gaussian characteristics in financial… اقرأ المزيد »Bayesian Comparison between MCMC, PMCMC, and VI in Nonlinear Time Series