Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models (Q1000051): Difference between revisions

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Revision as of 00:32, 29 June 2024

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Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models
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    Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models (English)
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    4 February 2009
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    stochastic differential equation
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    Bayesian prediction
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    conjugate prior
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