scholarly journals How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models

2011 ◽  
Author(s):  
Martin M. Andreasen
Keyword(s):  
Risk Premia ◽  
Dsge Models ◽  
Non Linear ◽  
Non Gaussian

scholarly journals Non-Gaussian inference from non-linear and non-Poisson biased distributed data

2014 ◽  
Vol 10 (S306) ◽  
pp. 258-261
Author(s):  
Metin Ata ◽  
Francisco-Shu Kitaura ◽  
Volker Müller
Keyword(s):  
Dark Matter ◽  
Statistical Inference ◽  
Computer Code ◽  
Matter Density ◽  
Density Field ◽  
Distributed Data ◽  
Dark Matter Density ◽  
Posterior Sampling ◽  
Non Linear ◽  
Non Gaussian

AbstractWe study the statistical inference of the cosmological dark matter density field from non-Gaussian, non-linear and non-Poisson biased distributed tracers. We have implemented a Bayesian posterior sampling computer-code solving this problem and tested it with mock data based onN-body simulations.

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