Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models (Q1000051)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models |
scientific article |
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
