Likelihood-based inference for a class of multivariate diffusions with unobserved paths (Q997298): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jspi.2006.05.017 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2165270915 / rank | |||
Normal rank | |||
Revision as of 23:50, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood-based inference for a class of multivariate diffusions with unobserved paths |
scientific article |
Statements
Likelihood-based inference for a class of multivariate diffusions with unobserved paths (English)
0 references
23 July 2007
0 references
data augmentation
0 references
Markov chain Monte Carlo
0 references
stochastic volatility
0 references
Heston model
0 references
