SEARCH RESULTS

2 of 2 results are displayed

Observed-data DIC for spatial panel data models

Springer Science and Business Media LLC, Ağustos 2022, s. 34, ISSN: 0377-7332

YANG YE, DOĞAN OSMAN, TAŞPINAR SÜLEYMAN

Osman Doğan Article Spatial panel data models Bayesian inference MCMC Deviance information criterion DIC Bayesian model comparison Model selection

Bayesian estimation of stochastic tail index from high-frequency financial data

Springer Science and Business Media LLC, Vol. 61, No. 5, Kasım 2020, ISSN: 0377-7332

DOĞAN OSMAN, TAŞPINAR SÜLEYMAN, BERA ANİL K.

Osman Doğan Article Stochastic tail index models Stochastic volatility models Extreme values Extreme value theory Tail index Bayesian inference MCMC DIC High-frequency data

1