Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (Q1729305)
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scientific article; zbMATH DE number 7030210
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| English | Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme |
scientific article; zbMATH DE number 7030210 |
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Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (English)
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27 February 2019
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Bayesian modelling
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long memory/anti-persistence
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continuous time modelling
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MCMC
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0.7480756044387817
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0.744816243648529
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0.7428774833679199
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0.7338281869888306
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0.7332441210746765
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