Bayesian diffusion process models with time-varying parameters (Q744748)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6347963
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bayesian diffusion process models with time-varying parameters |
scientific article; zbMATH DE number 6347963 |
Statements
Bayesian diffusion process models with time-varying parameters (English)
0 references
26 September 2014
0 references
Bayesian inference
0 references
discretely observed diffusion process
0 references
process augmentation
0 references
time-varying parameter model
0 references
S\&P 500 stock index
0 references
0 references
0 references
0 references
0.8084267973899841
0 references
0.7867467999458313
0 references
0.7850756049156189
0 references
0.7844874858856201
0 references
0.7702507376670837
0 references
