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Bayesian analysis of stochastic volatility models with mixture-of-normal distributions.

Manabu Asai
Published in: Math. Comput. Simul. (2009)
Keyphrases
  • bayesian analysis
  • normal distribution
  • mixture distribution
  • data mining
  • computer vision
  • statistical models
  • standard deviation
  • statistical model
  • gaussian distribution
  • computationally feasible