Likelihood-based inference for a class of multivariate diffusions with unobserved paths (Q997298): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood-based inference for a class of multivariate diffusions with unobserved paths |
scientific article |
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Likelihood-based inference for a class of multivariate diffusions with unobserved paths (English)
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23 July 2007
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data augmentation
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Markov chain Monte Carlo
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stochastic volatility
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Heston model
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