Likelihood-based inference for a class of multivariate diffusions with unobserved paths (Q997298): Difference between revisions

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Revision as of 11:42, 26 June 2024

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Likelihood-based inference for a class of multivariate diffusions with unobserved paths
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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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