Bayesian inference for discretely sampled Markov processes with closed-form likelihood expansions
Year of publication: |
2010
|
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Authors: | Stramer, Osnat ; Bognar, Matthew ; Schneider, Paul |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 8.2010, 4, p. 450-480
|
Subject: | Theorie | Theory | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stichprobenerhebung | Sampling |
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