Bayesian inference for stable Lévy-driven stochastic differential equations with high-frequency data (Q5381074)
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scientific article; zbMATH DE number 7063938
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| default for all languages | No label defined |
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| English | Bayesian inference for stable Lévy-driven stochastic differential equations with high-frequency data |
scientific article; zbMATH DE number 7063938 |
Statements
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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0.8012290596961975
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0.776730477809906
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0.7756420969963074
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0.7651927471160889
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