Parameter estimation of \(\alpha\)-stable distributions using a DRAM algorithm (Q2916607)
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scientific article; zbMATH DE number 6091130
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| English | Parameter estimation of \(\alpha\)-stable distributions using a DRAM algorithm |
scientific article; zbMATH DE number 6091130 |
Statements
5 October 2012
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signal processing
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stable distribution
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Bayesian inference
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Markov chain Monte Carlo approach
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parameter estimation
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adaptive Metropolis-Hastings
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delayed rejection
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Parameter estimation of \(\alpha\)-stable distributions using a DRAM algorithm (English)
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0.8248053789138794
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0.8218019604682922
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0.8027477264404297
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0.7854272127151489
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