Bayesian inference for discretely sampled Markov processes with closed-form likelihood expansions
Osnat Stramer
| Year of publication: |
2010
|
|---|---|
| Authors: | Stramer, Osnat ; Bognar, Matthew ; Schneider, Paul |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 8.2010, 4, p. 450-480
|
| Subject: | Markov-Kette | Markov chain | Theorie | Theory | Bayes-Statistik | Bayesian inference | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stichprobenerhebung | Sampling | Stochastischer Prozess | Stochastic process |
| 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/10008665746