chib meaning in English
吉布
奇布
奇夫
Examples
- Purification and properties of endo - chitosanase chib from aspergillus sp . cj
326内切壳聚糖酶的分离纯化和性质 - 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
作为该模型的推广，我们在本文中提出了一个一般的arma ( p , q ) - garch ( r , s ) - m ( k )模型，并在详细给出模型的后验分布以及模型的所有参数的满条件分布的基础上，结合chibandgreenberg ( 1994 )与nakatsuma ( 2000 )等人的工作，对此新模型设计了一个可行的混合metropolis - hastings算法，简化了ma块与garch块的估计。 - 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算法在近10年来越来越受到统计界与计量经济界的广泛重视，自从chib和greenberg ( 1994 )开创性地提出了对arma模型的mcmc算法后，国内外有许多学者开始对自回归条件异方差模型的mcmc算法进行了大量的研究。