most citedBayesian Estimation of the Degrees of Freedom Parameter of the Student- Distribution---A Beneficial Re-parameterization

2 citations · 2 across the 1 of their papers we have counts for

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2 papers

stat.ME2021★ 2 cited

Bayesian Estimation of the Degrees of Freedom Parameter of the Student- Distribution---A Beneficial Re-parameterization

Darjus Hosszejni

In this paper, conditional data augmentation (DA) is investigated for the degrees of freedom parameter of a Student- distribution. Based on a restricted version of the expec…

stat.CO2019

Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage

Darjus Hosszejni, Gregor Kastner

The sampling efficiency of MCMC methods in Bayesian inference for stochastic volatility (SV) models is known to highly depend on the actual parameter values, and the effectiveness…