Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (Q1729305): Difference between revisions

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Latest revision as of 23:35, 5 October 2024

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Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme
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    Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (English)
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    27 February 2019
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    Bayesian modelling
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    long memory/anti-persistence
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    continuous time modelling
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    MCMC
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