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BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION - MaRDI portal

BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION (Q4680626)

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scientific article; zbMATH DE number 2173952
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English
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
scientific article; zbMATH DE number 2173952

    Statements

    title
    BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION (English)
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    author
    Mattias Villani
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    publication date
    7 June 2005
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    zbMATH Keywords
    Monte Carlo integration
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    importance sampling
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    62F15
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    62M10
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    62H10
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    62P20
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    zbMATH DE Number
    2173952
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