A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of α-stable distributions

Eugenia Koblents, Joaquín Míguez, Marco A. Rodríguez, Alexandra M. Schmidt. A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of α-stable distributions. Computational Statistics & Data Analysis, 95:57-74, 2016. [doi]

Abstract

Abstract is missing.