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Bayesian estimation of NIG-parameters by Markov Chain Monte Carlo Methods
Lillestøl, Jostein - 2000 - Rev.
The Normal Inverse Gaussian (NIG) distribution recently introduced by Barndorff-Nielsen (1997) is a promising alternative for modelling financial data exhibiting skewness and fat tails. In this paper we explore the Bayesian estimation of NIG-parameters by Markov Chain Monte Carlo Methods. --...
Persistent link: https://www.econbiz.de/10009612011
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Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein - 2000
Persistent link: https://www.econbiz.de/10001582162
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Best estimate reporting with asymmetric loss
Lillestøl, Jostein; Sinding-Larsen, Richard - 2015
Persistent link: https://www.econbiz.de/10010515235
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Benefit efficient statistical distributions on patient lists
Ubøe, Jan (contributor); Lillestøl, Jostein (contributor) - 2006
Persistent link: https://www.econbiz.de/10003319064
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Revelation of preferences in patient list data
Ubøe, Jan (contributor); Lillestøl, Jostein (contributor) - 2007
Persistent link: https://www.econbiz.de/10003538967
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Log-normal creaming and the likelihood of discovering additional giant petroleum fields
Lillestøl, Jostein; Sinding-Larsen, Richard - 2016
Persistent link: https://www.econbiz.de/10011422676
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Benefit efficient statistical distributions on patient lists
Ubøe, Jan; Lillestøl, Jostein - In: Journal of health economics 26 (2007) 4, pp. 800-820
Persistent link: https://www.econbiz.de/10003483252