Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes (Q4665852): Difference between revisions
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Revision as of 17:49, 5 March 2024
scientific article; zbMATH DE number 2155297
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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