Likelihood-based inference for a class of multivariate diffusions with unobserved paths (Q997298)
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scientific article; zbMATH DE number 5173682
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| English | Likelihood-based inference for a class of multivariate diffusions with unobserved paths |
scientific article; zbMATH DE number 5173682 |
Statements
Likelihood-based inference for a class of multivariate diffusions with unobserved paths (English)
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23 July 2007
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data augmentation
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Markov chain Monte Carlo
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stochastic volatility
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Heston model
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0.8146477341651917
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0.8146477341651917
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0.7882838845252991
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0.7878235578536987
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