Pages that link to "Item:Q997294"
From MaRDI portal
The following pages link to Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294):
Displaying 5 items.
- Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
- Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
- Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
- Particle Markov Chain Monte Carlo Methods (Q4632633) (← links)
- Bayesian parameter inference for partially observed stochastic volterra equations (Q6494422) (← links)