Bayes factors for discrete observations from diffusion processes (Q4299477)
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scientific article; zbMATH DE number 600071
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| English | Bayes factors for discrete observations from diffusion processes |
scientific article; zbMATH DE number 600071 |
Statements
Bayes factors for discrete observations from diffusion processes (English)
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29 June 1995
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ordinary stochastic differential equation
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stochastic volatility
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continuous semi-martingale models
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model selection
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time-series
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diffusions
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Bayes factor
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Brownian motion with drift
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Ornstein-Uhlenbeck process
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mean reversion process
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exponential Brownian motion
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logistic growth model
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random walk
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0.8143649101257324
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0.7850756049156189
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0.7838709354400635
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