Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Year of publication: |
2022
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Authors: | Norets, Andriy ; Pelenis, Justinas |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 230.2022, 1, p. 62-82
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Subject: | Adaptive rates | Bayesian nonparametrics | Conditional density | Mixtures of experts | Mixtures of normal distributions | Posterior contraction | Smoothly mixing regressions | Statistische Verteilung | Statistical distribution | Theorie | Theory | Bayes-Statistik | Bayesian inference | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility | Regressionsanalyse | Regression analysis |
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