Bayesian inference for Heston-STAR models (Q518236): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+-08
@@ Property / Mathematics Subject Classification ID: 62-08 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M05
@@ Property / Mathematics Subject Classification ID: 62M05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 62F15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B70
@@ Property / Mathematics Subject Classification ID: 91B70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6697660
@@ Property / zbMATH DE Number: 6697660 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic volatility model
@@ Property / zbMATH Keywords: stochastic volatility model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Heston model
@@ Property / zbMATH Keywords: Heston model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+smooth transition autoregressive (STAR) model
+Normal rank
@@ Property / zbMATH Keywords @@
+Bayesian inference
@@ Property / zbMATH Keywords: Bayesian inference / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+data augmentation
@@ Property / zbMATH Keywords: data augmentation / rank @@
+Normal rank

Bayesian inference for Heston-STAR models (Q518236): Difference between revisions

Revision as of 04:42, 1 July 2023

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Mathematics(0 entries)