Bayesian inference for stable Lévy–driven stochastic differential equations with high‐frequency data (Q5381074)
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scientific article; zbMATH DE number 7063938
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference for stable Lévy–driven stochastic differential equations with high‐frequency data |
scientific article; zbMATH DE number 7063938 |
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Bayesian inference for stable Lévy–driven stochastic differential equations with high‐frequency data (English)
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7 June 2019
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Bayesian inference
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high-frequency data
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Lévy process
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Markov chain
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Monte Carlo
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