Gaussian processes and Bayesian moment estimation
Year of publication: |
2021
|
---|---|
Authors: | Florens, Jean-Pierre ; Simoni, Anna |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 39.2021, 2, p. 482-492
|
Subject: | Invariance | Moment restrictions | Overidentification | Posterior consistency | Bayes-Statistik | Bayesian inference | Gauß-Prozess | Gaussian process | Schätztheorie | Estimation theory | Momentenmethode | Method of moments |
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