Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models
Year of publication: |
2012-05-10
|
---|---|
Authors: | Tsionas, Mike |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Univariate and multivariate stable distributions | MCMC | Approximate Bayesian Computation | Characteristic function |
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