Bayesian analysis of student t linear regression with unknown change-point and application to stock data analysis
Jin-Guan Lin; Ji Chen; Yong Li
| Year of publication: |
2012
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|---|---|
| Authors: | Lin, Jin-guan ; Chen, Ji ; Li, Yong |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 40.2012, 3, p. 203-217
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| Subject: | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Statistische Methodenlehre | Statistical theory | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Studierende | Students |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010219496