Bayes Inference for the Loss and Risk Function in Levy Distribution Parameter Estimation
Xiong Ling-chun · Shuxue de shijian yu renshi · 2009
Under the conjugate prior distribution,Bayes estimates and conservative conditions of the loss and risk function of Levy distribution are given,and the rationality of the conditions is discussed in the paper.Then database SP500$close is analyzed as an example to support our conclusion.