Bayesian analysis of multivariate stable distributions using one-dimensional projections
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DOI: 10.1016/j.jmva.2015.09.005
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References listed on IDEAS
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- Karling, Maicon J. & Lopes, Sílvia R.C. & de Souza, Roberto M., 2023. "Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations," Journal of Multivariate Analysis, Elsevier, vol. 195(C).
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Keywords
Multivariate stable distributions; Spectral measure; Markov Chain Monte Carlo; Bayesian inference;All these keywords.
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