Objective Bayesian Estimation for Tweedie Exponential Dispersion Process

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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Bibliographic Details
Main Authors: Weian Yan, Shijie Zhang, Weidong Liu, Yingxia Yu
Format: Article
Language:English
Published: MDPI AG 2021-10-01
Series:Mathematics
Subjects:
Tweedie Exponential Dispersion process
objective Bayesian
degradation
Metropolis–Hastings algorithm
reference prior
Online Access:https://www.mdpi.com/2227-7390/9/21/2740

Internet

https://www.mdpi.com/2227-7390/9/21/2740

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