A Bayesian semiparametric analysis of ARCH models
Year of publication: |
2000
|
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Authors: | Kozumi, Hideo ; Polasek, Wolfgang |
Published in: |
Optimization, dynamics, and economic analysis : essays in honor of Gustav Feichtinger. - Heidelberg [u.a.] : Physica-Verl., ISBN 3-7908-1295-1. - 2000, p. 389-400
|
Subject: | Dirichlet process | ARCH-Modell | ARCH model | Nichtparametrisches Verfahren | Nonparametric statistics | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Schätzung | Estimation | Wechselkurs | Exchange rate | Deutschland | Germany | USA | United States |
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