Robust Bayesian Analysis of Heavy-tailed Stochastic Volatility Models Using Scale Mixtures of Normal Distributions

Robust Bayesian Analysis of Heavy-tailed Stochastic Volatility Models Using Scale Mixtures of Normal Distributions
Author :
Publisher :
Total Pages : 42
Release :
ISBN-10 : UOM:39015082860878
ISBN-13 :
Rating : 4/5 (78 Downloads)

Book Synopsis Robust Bayesian Analysis of Heavy-tailed Stochastic Volatility Models Using Scale Mixtures of Normal Distributions by : C. A. Abanto-Valle

Download or read book Robust Bayesian Analysis of Heavy-tailed Stochastic Volatility Models Using Scale Mixtures of Normal Distributions written by C. A. Abanto-Valle and published by . This book was released on 2008 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Robust Bayesian Analysis of Heavy-tailed Stochastic Volatility Models Using Scale Mixtures of Normal Distributions Related Books

Robust Bayesian Analysis of Heavy-tailed Stochastic Volatility Models Using Scale Mixtures of Normal Distributions
Language: en
Pages: 42
Authors: C. A. Abanto-Valle
Categories: Bayesian statistical decision theory
Type: BOOK - Published: 2008 - Publisher:

DOWNLOAD EBOOK

Bayesian Analysis of Stochastic Process Models
Language: en
Pages: 315
Authors: David Insua
Categories: Mathematics
Type: BOOK - Published: 2012-04-02 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Bayesian analysis of complex models based on stochastic processes has in recent years become a growing area. This book provides a unified treatment of Bayesian
The Fundamentals of Heavy Tails
Language: en
Pages: 266
Authors: Jayakrishnan Nair
Categories: Mathematics
Type: BOOK - Published: 2022-06-09 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Heavy tails –extreme events or values more common than expected –emerge everywhere: the economy, natural events, and social and information networks are jus
Skew-Elliptical Distributions and Their Applications
Language: en
Pages: 420
Authors: Marc G. Genton
Categories: Mathematics
Type: BOOK - Published: 2004-07-27 - Publisher: CRC Press

DOWNLOAD EBOOK

This book reviews the state-of-the-art advances in skew-elliptical distributions and provides many new developments in a single volume, collecting theoretical r
Beyond Parametrics in Interdisciplinary Research
Language: en
Pages: 407
Authors: Pranab Kumar Sen
Categories: Mathematics
Type: BOOK - Published: 2008-01-01 - Publisher: Inst of Mathematical Statistic

DOWNLOAD EBOOK