Bayesian analysis of the stochastic conditional duration model.
Chris M. StricklandCatherine S. ForbesGael M. MartinPublished in: Comput. Stat. Data Anal. (2006)
Keyphrases
- bayesian analysis
- computational model
- statistical model
- mathematical model
- probabilistic model
- theoretical framework
- probability distribution
- data sets
- high level
- markov random field
- cost function
- monte carlo
- neural network model
- simulation model
- formal model
- stochastic processes
- stochastic process
- stochastic models