Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes (Q4665852): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1111/j.1369-7412.2004.05139.x / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1111/J.1369-7412.2004.05139.X / rank | |||
Normal rank | |||
Latest revision as of 15:00, 30 December 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)
0 references
11 April 2005
0 references
non-centred parametrizations
0 references
data augmentation
0 references
Lévy processes
0 references
marked point processes
0 references
0 references
0 references
0 references
