Pages that link to "Item:Q2583419"
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The following pages link to Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages (Q2583419):
Displayed 12 items.
- Pricing risky debts under a Markov-modulated Merton model with completely random measures (Q928153) (← links)
- Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Linear and quadratic functionals of random hazard rates: An asymptotic analysis (Q957525) (← links)
- Central limit theorems for double Poisson integrals (Q1002551) (← links)
- Bayesian mixture of autoregressive models (Q1023925) (← links)
- Asymptotics for posterior hazards (Q2388984) (← links)
- Poisson calculus for spatial neutral to the right processes (Q2493558) (← links)
- A Bayes method for a monotone hazard rate via \(S\)-paths (Q2497183) (← links)
- Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages (Q2583419) (← links)
- Posterior analysis for some classes of nonparametric models (Q3523681) (← links)
- Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model (Q3592749) (← links)