Nonparametric Bayesian inference for Gamma-type Lévy subordinators (Q2272588)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Bayesian inference for Gamma-type Lévy subordinators |
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Nonparametric Bayesian inference for Gamma-type Lévy subordinators (English)
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10 September 2019
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bridge sampling
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data augmentation
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gamma process
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Lévy process
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Lévy density
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MCMC
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Metropolis-Hastings algorithm
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nonparametric Bayesian estimation
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posterior consistency
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reversible jump MCMC
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subordinator
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\(\theta\)-subordinator
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