Poisson-driven stationary Markov models
Michelle Anzarut, Ramsés H. Mena, Consuelo R. Nava, Igor Prünster
| Year of publication: |
2018
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|---|---|
| Authors: | Anzarut, Michelle ; Mena, Ramsés H. ; Nava, Consuelo Rubina ; Prünster, Igor |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 36.2018, 4, p. 684-694
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| Subject: | Bayesian inference | Generalized extreme value distribution | Generalized inverse Gaussian distribution | Gibbs sampler | Markov process | Stationary model | Theorie | Theory | Markov-Kette | Markov chain | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Bayes-Statistik | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2016.1251441 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012249233