Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes (Q4665852): Difference between revisions

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Latest revision as of 20:31, 7 June 2024

scientific article; zbMATH DE number 2155297
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English
Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes
scientific article; zbMATH DE number 2155297

    Statements

    Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes (English)
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    11 April 2005
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    non-centred parametrizations
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    data augmentation
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    Lévy processes
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    marked point processes
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