Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Andriy Norets, Justinas Pelenis
| 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 | Bayes-Statistik | Bayesian inference | Statistische Verteilung | Statistical distribution | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Volatilität | Volatility | Regressionsanalyse | Regression analysis | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.11.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441915