Pages that link to "Item:Q997294"

The following pages link to Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294):

Displaying 14 items.

• Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
• Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
• Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
• Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
• Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion (Q2110194) (← 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)
• Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes (Q2445712) (← links)
• Approximating cross-validatory predictive evaluation in Bayesian latent variable models with integrated IS and WAIC (Q2628889) (← links)
• SWITCHING TO NONAFFINE STOCHASTIC VOLATILITY: A CLOSED-FORM EXPANSION FOR THE INVERSE GAMMA MODEL (Q2816963) (← links)
• Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo (Q2911650) (← links)
• Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
• Bayesian parameter inference for partially observed stochastic volterra equations (Q6494422) (← links)