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...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-10-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/9/21/2740 |