Bayesian functional data modeling for heterogeneous volatility (Q1699658): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Latest revision as of 05:23, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bayesian functional data modeling for heterogeneous volatility |
scientific article |
Statements
Bayesian functional data modeling for heterogeneous volatility (English)
0 references
23 February 2018
0 references
Bayesian functional data analysis
0 references
Gaussian process
0 references
state space model
0 references
stochastic differential equation
0 references
volatility heterogeneity
0 references