Bayesian diffusion process models with time-varying parameters (Q744748)
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scientific article; zbMATH DE number 6347963
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| English | Bayesian diffusion process models with time-varying parameters |
scientific article; zbMATH DE number 6347963 |
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Bayesian diffusion process models with time-varying parameters (English)
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26 September 2014
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Bayesian inference
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discretely observed diffusion process
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process augmentation
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time-varying parameter model
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S\&P 500 stock index
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0.8084267973899841
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0.7867467999458313
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0.7850756049156189
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0.7844874858856201
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0.7702507376670837
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