Simulation and inference for stochastic volatility models driven by Levy processes (Q5447654): Difference between revisions
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Revision as of 21:20, 5 March 2024
scientific article; zbMATH DE number 5251775
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation and inference for stochastic volatility models driven by Levy processes |
scientific article; zbMATH DE number 5251775 |
Statements
Simulation and inference for stochastic volatility models driven by Levy processes (English)
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20 March 2008
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fractional
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long memory
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Ornstein-Uhlenbeck process
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power decay process
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Markov chain Monte Carlo
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