Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (Q1729305)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme |
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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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