Matches in SemOpenAlex for { <https://semopenalex.org/work/W2551547619> ?p ?o ?g. }
- W2551547619 abstract "This article investigates problems arising with near unit root behavior for ane term structure models. We show that with increasing serial correlation the Fisher information matrix approaches a singularity. We apply Markov Chain Monte Carlo simulation techniques in connection with regularized priors, as proposed in Schotman and van Dijk [1991], Jones [2003] and De Pooter et al. [2006] to simulate the joint posterior distribution of the model parameters. Suciently informative priors are necessary to" @default.
- W2551547619 created "2016-11-30" @default.
- W2551547619 creator A5054789242 @default.
- W2551547619 date "2012-01-01" @default.
- W2551547619 modified "2023-09-27" @default.
- W2551547619 title "Bayesian Parameter Estimation and Identication of" @default.
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