Bayesian estimation of NIG-parameters by Markov Chain Monte Carlo Methods
Year of publication: |
2000
|
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Authors: | Lillestøl, Jostein |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | Normal Inverse Gaussian distribution | Bayesian Analysis | Markov Chain Monte Carlo |
Series: | SFB 373 Discussion Paper ; 2000,112 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 723885109 [GVK] hdl:10419/62266 [Handle] RePEc:zbw:sfb373:2000112 [RePEc] |
Source: |
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Bayesian estimation of NIG-parameters by Markov Chain Monte Carlo Methods
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