Efficient and flexible model-based clustering of jumps in diffusion processes (Q2325322)
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scientific article; zbMATH DE number 7110093
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| English | Efficient and flexible model-based clustering of jumps in diffusion processes |
scientific article; zbMATH DE number 7110093 |
Statements
Efficient and flexible model-based clustering of jumps in diffusion processes (English)
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25 September 2019
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Bayesian nonparametric inference
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jump-diffusion process
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nested Dirichlet process mixtures
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partially collapsed Gibbs sampler
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density estimation
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time series data
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multivariate time-series
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0.7819659113883972
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0.7450872659683228
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0.7352209687232971
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0.7267922759056091
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0.7239248156547546
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