Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models (Q1000051)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5502859
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models |
scientific article; zbMATH DE number 5502859 |
Statements
Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models (English)
0 references
4 February 2009
0 references
stochastic differential equation
0 references
Bayesian prediction
0 references
conjugate prior
0 references
0 references
0 references
0.90659636
0 references
0.90590125
0 references
0.9003051
0 references
0.9003051
0 references
0.8941106
0 references
0.8936447
0 references
