Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes
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Publication:4665852
DOI10.1111/j.1369-7412.2004.05139.xzbMath1062.62049MaRDI QIDQ4665852
Omiros Papaspiliopoulos, Petros Dellaportas, Gareth O. Roberts
Publication date: 11 April 2005
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1369-7412.2004.05139.x
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F15: Bayesian inference
62M99: Inference from stochastic processes
65C40: Numerical analysis or methods applied to Markov chains
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