Markov Chain Monte Carlo
Year of publication: |
2009
|
---|---|
Authors: | Johannes, Michael ; Polson, Nicholas G. |
Published in: |
Handbook of financial time series. - Berlin, Heidelberg : Springer, ISBN 3-540-71296-8. - 2009, p. 1001-1013
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Theorie | Theory | Bayes-Statistik | Bayesian inference |
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