Simulation from the bessel distribution with applications

DOI10.1080/0094965031000123124zbMath1040.65005OpenAlexW1983922771MaRDI QIDQ4444970

George Iliopoulos, Dimitris Karlis

Publication date: 28 January 2004

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0094965031000123124

zbMATH Keywords

comparison of methodssimulationBessel distributionMarkov chain Monte Carlo methodnumerical examplesMCMCrejection methodDownton's bivariate exponential distributionnon-central \(\chi^2\)

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (4)

Testing for a class of bivariate exponential distributions ⋮ Gamma expansion of the Heston stochastic volatility model ⋮ Bayesian estimation in Kibble's bivariate gamma distribution ⋮ Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility

This page was built for publication: Simulation from the bessel distribution with applications