Bayesian estimation of NIG-parameters by Markov Chain Monte Carlo Methods
Year of publication: |
2000
|
---|---|
Authors: | Lillestøl, Jostein |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | Normal Inverse Gaussian distribution | Bayesian Analysis | Markov Chain Monte Carlo |
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