Bayesian estimation of NIG models via Markov chain Monte Carlo methods (Q4676865)
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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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0.7915807366371155
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0.7572450637817383
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0.737332820892334
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0.7282217144966125
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