Pages that link to "Item:Q1927152"
From MaRDI portal
The following pages link to Likelihood-free Bayesian inference for \(\alpha\)-stable models (Q1927152):
Displaying 30 items.
- Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation (Q654840) (← links)
- Bayesian inference for \(\alpha \)-stable distributions: a random walk MCMC approach (Q1019893) (← links)
- Modelling with mixture of symmetric stable distributions using Gibbs sampling (Q1046641) (← links)
- Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (Q1623518) (← links)
- A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice (Q1623706) (← links)
- An approximate likelihood perspective on ABC methods (Q1636827) (← links)
- Likelihood-free Bayesian estimation of multivariate quantile distributions (Q1658303) (← links)
- A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions (Q1659482) (← links)
- Variational Bayes with synthetic likelihood (Q1704030) (← links)
- A simple approach to maximum intractable likelihood estimation (Q1954144) (← links)
- Random attractors for stochastic Navier-Stokes equation on a 2D rotating sphere with stable Lévy noise (Q2033861) (← links)
- Estimation of time-varying autoregressive stochastic volatility models with stable innovations (Q2058757) (← links)
- Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (Q2152200) (← links)
- Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses? (Q2276234) (← links)
- Stable graphical models (Q2834500) (← links)
- Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models (Q3391261) (← links)
- Uncertainty Quantification with α-Stable-Process Models (Q4639562) (← links)
- Expectation Propagation for Likelihood-Free Inference (Q4975353) (← links)
- Likelihood-free stochastic approximation EM for inference in complex models (Q5086194) (← links)
- Unbiased MLMC-based Variational Bayes for Likelihood-Free Inference (Q5088790) (← links)
- Some analytical results on bivariate stable distributions with an application in operational risk (Q5092649) (← links)
- Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with <i>α</i>‐Stable Noise (Q5111857) (← links)
- A characteristic function-based approach to approximate maximum likelihood estimation (Q5160244) (← links)
- Generalized multiple-point Metropolis algorithms for approximate Bayesian computation (Q5220747) (← links)
- Approximate Bayesian Computation for a Class of Time Series Models (Q6064614) (← links)
- The sparse method of simulated quantiles: An application to portfolio optimization (Q6067572) (← links)
- Modularized Bayesian analyses and cutting feedback in likelihood-free inference (Q6163407) (← links)
- Likelihood-free inference in state-space models with unknown dynamics (Q6190645) (← links)
- Approximating Bayes in the 21st century (Q6540227) (← links)
- Testing the goodness-of-fit of the stable distributions with applications to German Stock Index data and Bitcoin cryptocurrency data (Q6581658) (← links)
