Objective Bayesian Estimation for Tweedie Exponential Dispersion Process

An objective Bayesian method for the Tweedie Exponential Dispersion (TED) process model is proposed in this paper. The TED process is a generalized stochastic process, including some famous stochastic processes (e.g., Wiener, Gamma, and Inverse Gaussian processes) as special cases. This characterist...

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Auteurs principaux: Weian Yan, Shijie Zhang, Weidong Liu, Yingxia Yu
Format: article
Langue:EN
Publié: MDPI AG 2021
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Accès en ligne:https://doaj.org/article/b9b49570986543abae5e7311a19b3f30
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