Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes (Q4665852)
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scientific article; zbMATH DE number 2155297
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| English | Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes |
scientific article; zbMATH DE number 2155297 |
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Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes (English)
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11 April 2005
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non-centred parametrizations
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data augmentation
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Lévy processes
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marked point processes
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0.8515810370445251
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0.8492801785469055
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0.8171393871307373
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0.8152644038200378
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0.8073604106903076
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