Pages that link to "Item:Q4665852"

The following pages link to Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes (Q4665852):

Displaying 35 items.

• Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) (← links)
• Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (Q278198) (← links)
• A general framework for the parametrization of hierarchical models (Q449750) (← links)
• Stochastic volatility and stochastic leverage (Q470516) (← links)
• Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
• Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law (Q734413) (← links)
• Econometric analysis of jump-driven stochastic volatility models (Q737254) (← links)
• Bayesian diffusion process models with time-varying parameters (Q744748) (← links)
• Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes (Q817968) (← links)
• Parametric estimation of discretely sampled Gamma-OU processes (Q867775) (← links)
• Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
• Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models (Q1023616) (← links)
• Parameterisation and efficient MCMC estimation of non-Gaussian state space models (Q1023621) (← links)
• Exact simulation of IG-OU processes (Q1042535) (← links)
• Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
• Filtering and estimation for a class of stochastic volatility models with intractable likelihoods (Q1757658) (← links)
• Computational advances for and from Bayesian analysis (Q1766319) (← links)
• Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
• The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference (Q2276197) (← links)
• Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes (Q2330042) (← links)
• Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
• Inference for a class of partially observed point process models (Q2393149) (← links)
• Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes (Q2445712) (← links)
• Stability of the Gibbs sampler for Bayesian hierarchical models (Q2477054) (← links)
• Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo (Q2911650) (← links)
• Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (Q3018503) (← links)
• Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539) (← links)
• Portfolio optimization and a factor model in a stochastic volatility market (Q3426318) (← links)
• Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type (Q4825509) (← links)
• Markov Chain Monte Carlo for Exact Inference for Diffusions (Q4923056) (← links)
• Volatility prediction based on scheduled macroeconomic announcements (Q5256378) (← links)
• Parametric Estimation for Subordinators and Induced OU Processes (Q5430623) (← links)
• A Note on Non-Negative Continuous Time Processes (Q5473056) (← links)
• Bayesian Analysis of Single-Molecule Experimental Data (Q5757775) (← links)
• Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)