Bayesian functional data modeling for heterogeneous volatility (Q1699658)
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scientific article; zbMATH DE number 6843039
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| default for all languages | No label defined |
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| English | Bayesian functional data modeling for heterogeneous volatility |
scientific article; zbMATH DE number 6843039 |
Statements
Bayesian functional data modeling for heterogeneous volatility (English)
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23 February 2018
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Bayesian functional data analysis
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Gaussian process
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state space model
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stochastic differential equation
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volatility heterogeneity
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0.7602627277374268
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0.7536805868148804
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0.7361335158348083
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0.7230157852172852
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0.7131670713424683
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