Bayesian estimation of NIG models via Markov chain Monte Carlo methods (Q4676865): Difference between revisions

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Latest revision as of 11:33, 10 June 2024

scientific article; zbMATH DE number 2169400
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English
Bayesian estimation of NIG models via Markov chain Monte Carlo methods
scientific article; zbMATH DE number 2169400

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    Bayesian estimation of NIG models via Markov chain Monte Carlo methods (English)
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    20 May 2005
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    normal inverse Gaussian distribution
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    heteroscedastic regression
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