A class of stochastic volatility models for environmental applications (Q5495683): Difference between revisions

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Latest revision as of 20:07, 8 July 2024

scientific article; zbMATH DE number 6325580
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English
A class of stochastic volatility models for environmental applications
scientific article; zbMATH DE number 6325580

    Statements

    A class of stochastic volatility models for environmental applications (English)
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    6 August 2014
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    covariance function
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    Gaussian process
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    importance sampling
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    latent process
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    non-stationarity
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    nugget effect
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    stochastic volatility
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    Identifiers

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