Pages that link to "Item:Q1019893"

The following pages link to Bayesian inference for \(\alpha \)-stable distributions: a random walk MCMC approach (Q1019893):

Displaying 19 items.

• The method of simulated quantiles (Q528141) (← links)
• Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
• Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
• Modelling with mixture of symmetric stable distributions using Gibbs sampling (Q1046641) (← links)
• A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions (Q1659482) (← links)
• Filtering and estimation for a class of stochastic volatility models with intractable likelihoods (Q1757658) (← links)
• Likelihood-free Bayesian inference for \(\alpha\)-stable models (Q1927152) (← links)
• Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (Q2152200) (← links)
• Fast parallel \(\alpha \)-stable distribution function evaluation and parameter estimation using OpenCL in GPGPUs (Q2361484) (← links)
• Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach (Q2445737) (← links)
• Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
• Parameter estimation of \(\alpha\)-stable distributions using a DRAM algorithm (Q2916607) (← links)
• Indirect Estimation of α-Stable Distributions and Processes (Q3499435) (← links)
• Uncertainty Quantification with α-Stable-Process Models (Q4639562) (← links)
• A Bayesian approach for estimating the parameters of an <i>α</i>-stable distribution (Q5065298) (← links)
• Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (Q5220905) (← links)
• Bayesian Stable Mixture Model of State Densities of Generalized Chua's Circuit (Q5252713) (← links)
• A new robust Bayesian small area estimation via ‐stable model for estimating the proportion of athletic students in California (Q6091672) (← links)
• Testing the goodness-of-fit of the stable distributions with applications to German Stock Index data and Bitcoin cryptocurrency data (Q6581658) (← links)