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Volumn 20, Issue 4, 2004, Pages 323-338

Bayesian estimation of NIG models via Markov chain Monte Carlo methods

Author keywords

Bayesian estimation; Heteroscedastic regression; Markov chain Monte Carlo; Normal inverse Gaussian distribution

Indexed keywords

ALGORITHMS; DATA REDUCTION; FINANCIAL DATA PROCESSING; FUNCTIONS; MARKOV PROCESSES; MONTE CARLO METHODS; POISSON DISTRIBUTION; PROBLEM SOLVING; REGRESSION ANALYSIS; RISK MANAGEMENT;

EID: 9744254412     PISSN: 15241904     EISSN: None     Source Type: Journal    
DOI: 10.1002/asmb.544     Document Type: Article
Times cited : (14)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.