A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions

DOI10.1016/j.csda.2015.09.007zbMath1468.62105arXiv1510.02702OpenAlexW2202617390MaRDI QIDQ1659482

Marco A. Rodríguez, Eugenia Koblents, Joaquín Míguez, Alexandra Mello Schmidt

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.02702

zbMATH Keywords

importance samplingLévy processBayesian inferenceanimal movement\(\alpha\)-stable distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Computational methods for problems pertaining to statistics (62-08) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (5)

Fast parallel \(\alpha \)-stable distribution function evaluation and parameter estimation using OpenCL in GPGPUs ⋮ Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics ⋮ Bayesian computation methods for inference in stochastic kinetic models ⋮ Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws ⋮ Nonparametric estimation of the kernel function of symmetric stable moving average random functions

Uses Software

• Matlab
• STABLE

Cites Work

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