Pages that link to "Item:Q997294"
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The following pages link to Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294):
Displayed 6 items.
- Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← 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)
- 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)
- Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo (Q2911650) (← links)