A Bayesian approach for estimating the parameters of an α-stable distribution

Autor:	R. M. de Souza, M. J. Karling, Sílvia R. C. Lopes
Rok vydání:	2020
Předmět:	Statistics and Probability symbols.namesake Goodness of fit Applied Mathematics Modeling and Simulation Bayesian probability symbols Markov chain Monte Carlo Statistical physics Statistics Probability and Uncertainty Bayesian inference Stable distribution Mathematics
Zdroj:	Journal of Statistical Computation and Simulation. 91:1713-1748
ISSN:	1563-5163 0094-9655
DOI:	10.1080/00949655.2020.1865958
Popis:	The lack of closed representations for the density functions of the α-stable distributions, when considering Bayesian inference using Markov Chain Monte Carlo methods, has historically lead to the ...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::10862ed693af47f56c5fc204707c6e0f https://doi.org/10.1080/00949655.2020.1865958 Zobrazit plný text záznamu