On quantile estimator in volatility model with non-negative error density and Bayesian perspective
Debajit Dutta, Subhra Sankar Dhar, and Amit Mitra
| Year of publication: |
2019
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| Authors: | Dutta, Debajit ; Dhar, Subhra Sankar ; Mitra, Amit |
| Published in: |
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B. - Bingley, UK : Emerald Publishing, ISBN 978-1-83867-420-5. - 2019, p. 193-210
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| Subject: | Optimization equation | L-estimator | Bayesian analysis | martingale central limit theorem | non-Gaussian error distribution | Asymmetric Laplace distribution | Schätztheorie | Estimation theory | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Bayes-Statistik | Bayesian inference | Martingal | Martingale | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532019000040B010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012244179