Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (Q1729305): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: longmemo / rank | |||
Normal rank |
Revision as of 20:04, 28 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme |
scientific article |
Statements
Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (English)
0 references
27 February 2019
0 references
Bayesian modelling
0 references
long memory/anti-persistence
0 references
continuous time modelling
0 references
MCMC
0 references