Pages that link to "Item:Q4665852"
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The following pages link to Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes (Q4665852):
Displayed 22 items.
- A general framework for the parametrization of hierarchical models (Q449750) (← links)
- Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law (Q734413) (← links)
- Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes (Q817968) (← links)
- Parametric estimation of discretely sampled Gamma-OU processes (Q867775) (← links)
- Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
- Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models (Q1023616) (← links)
- Parameterisation and efficient MCMC estimation of non-Gaussian state space models (Q1023621) (← links)
- Exact simulation of IG-OU processes (Q1042535) (← links)
- Computational advances for and from Bayesian analysis (Q1766319) (← links)
- The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference (Q2276197) (← links)
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
- Stability of the Gibbs sampler for Bayesian hierarchical models (Q2477054) (← links)
- Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo (Q2911650) (← links)
- Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (Q3018503) (← links)
- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539) (← links)
- Portfolio optimization and a factor model in a stochastic volatility market (Q3426318) (← links)
- (Q3552463) (← links)
- The estimation of the Barndorff-Nielsen and Shephard model from daily data based on measures of trading intensity (Q3552628) (← links)
- Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type (Q4825509) (← links)
- Parametric Estimation for Subordinators and Induced OU Processes (Q5430623) (← links)
- A Note on Non-Negative Continuous Time Processes (Q5473056) (← links)
- Bayesian Analysis of Single-Molecule Experimental Data (Q5757775) (← links)