Poisson-driven stationary Markov models
Year of publication: |
2018
|
---|---|
Authors: | Anzarut, Michelle ; Mena, Ramsés H. ; Nava, Consuelo Rubina ; Prünster, Igor |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 36.2018, 4, p. 684-694
|
Subject: | Bayesian inference | Generalized extreme value distribution | Generalized inverse Gaussian distribution | Gibbs sampler | Markov process | Stationary model | Markov-Kette | Markov chain | Statistische Verteilung | Statistical distribution | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Schätzung | Estimation |
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