An Interest-rate Model Analysis Based on Data Augmentation Bayesian Forecasting (Q3592650)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Interest-rate Model Analysis Based on Data Augmentation Bayesian Forecasting |
scientific article |
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An Interest-rate Model Analysis Based on Data Augmentation Bayesian Forecasting (English)
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13 September 2007
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Bayesian inference
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dynamic linear model
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Markov-chain Monte Carlo
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computational simulation
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probability measure transformation
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