Title of article :
Bayesian analysis of the stochastic conditional duration model
Author/Authors :
Chris M. Strickland، نويسنده , , Catherine S. Forbes، نويسنده , , Gael M. Martin، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
Markov chain MonteCarlo , Non-Gaussian state space model , Kalman filter and simulation smoother , Transaction data , Latent variable model
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
