Local likelihood estimation has proven to be an effective method for obtaining estimates of parameters that vary with a covariate. To obtain useful estimates of such parameters, approximating models ...
We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete-time state-space Markov model. The algorithm employs two layers of ...
In the ever-evolving toolkit of statistical analysis techniques, Bayesian statistics has emerged as a popular and powerful methodology for making decisions from data in the applied sciences. Bayesian ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback