A class of stochastic volatility models for environmental applications (Q5495683): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 21:41, 5 March 2024
scientific article; zbMATH DE number 6325580
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of stochastic volatility models for environmental applications |
scientific article; zbMATH DE number 6325580 |
Statements
A class of stochastic volatility models for environmental applications (English)
0 references
6 August 2014
0 references
covariance function
0 references
Gaussian process
0 references
importance sampling
0 references
latent process
0 references
non-stationarity
0 references
nugget effect
0 references
stochastic volatility
0 references
