Bayesian nonparametric estimation of ex post variance
Jim Griffin, Jia Liu, and John M. Maheu
| Year of publication: |
2021
|
|---|---|
| Authors: | Griffin, Jim ; Liu, Jia ; Maheu, John M. |
| Subject: | Dirichlet process mixture | pooling | realized kernel | shrinkage | Bayes-Statistik | Bayesian inference | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Varianzanalyse | Analysis of variance | Nichtparametrische Schätzung | Nonparametric estimation | Monte-Carlo-Simulation | Monte Carlo simulation | Core |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbz034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012799051