Bayesian Updating with Confounded Signals (Q3566545)

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Bayesian Updating with Confounded Signals
scientific article

    Statements

    title
    Bayesian Updating with Confounded Signals (English)
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    author
    Neda Farzinnia
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    Kevin F. McCardle
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    publication date
    8 June 2010
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    zbMATH Keywords
    Bayes estimates
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    Bayesian updating
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    confounded signal
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    conjugacy
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    investment strategy
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    mixture models
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    Identifiers

    Mathematics Subject Classification ID
    62F15
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    62C10
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    62L10
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    62L15
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    zbMATH DE Number
    5717969
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