Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law (Q734413): Difference between revisions

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Latest revision as of 01:40, 2 July 2024

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Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law
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    Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law (English)
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    13 October 2009
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    data augmentation
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    identification
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    marked point processes
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    Markov chain Monte Carlo
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