Bayesian inference for fractional oscillating Brownian motion (Q2135897)
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scientific article; zbMATH DE number 7524027
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| default for all languages | No label defined |
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| English | Bayesian inference for fractional oscillating Brownian motion |
scientific article; zbMATH DE number 7524027 |
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Bayesian inference for fractional oscillating Brownian motion (English)
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10 May 2022
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parameter estimation
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Bayesian method
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MCMC
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ABC
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discontinuous diffusion
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fractional Brownian motion
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0.848637580871582
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0.843739926815033
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0.8426489233970642
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