On quantile estimator in volatility model with non-negative error density and Bayesian perspective
Year of publication: |
2019
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Authors: | Dutta, Debajit ; Dhar, Subhra Sankar ; Mitra, Amit |
Published in: |
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B. - Bingley, UK : Emerald Publishing, ISBN 978-1-83867-420-5. - 2019, p. 193-210
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Subject: | Optimization equation | L-estimator | Bayesian analysis | martingale central limit theorem | non-Gaussian error distribution | Asymmetric Laplace distribution | Volatilität | Volatility | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Bayes-Statistik | Bayesian inference | Martingal | Martingale |
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