Bayesian analysis of the stochastic conditional duration model
Chris M. Strickland, Catherine S. Forbes and Gael M. Martin
| Year of publication: |
2003
|
|---|---|
| Authors: | Strickland, Chris M. ; Forbes, Catherine Scipione ; Martin, Gael M. |
| Publisher: |
[Clayton, Victoria] |
| Subject: | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Statistische Bestandsanalyse | Duration analysis |
| Extent: | 28 S graph. Darst |
|---|---|
| Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ISSN 1440-771X, ZDB-ID 2135381-5. - Vol. 2003,14 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.buseco.monash.edu.au/depts/ebs/pubs/wpapers/2003/wp14-03.pdf |
| Classification: | Mathematische Statistik ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001854434