Bayesian Estimation of the Skew Ornstein-Uhlenbeck Process
Yizhou Bai, Yongjin Wang, Haoyan Zhang, Xiaoyang Zhuo
| Year of publication: |
2022
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|---|---|
| Authors: | Bai, Yizhou ; Wang, Yongjin ; Zhang, Haoyan ; Zhuo, Xiaoyang |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 60.2022, 2, p. 479-527
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| Subject: | Bayesian estimation | Doubly skewed OU process | Gibbs sampler | Skew OU process | Statistische Verteilung | Statistical distribution | Theorie | Theory | Bayes-Statistik | Bayesian inference |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10156-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013380789