Pages that link to "Item:Q1000051"
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The following pages link to Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models (Q1000051):
Displaying 11 items.
- A scalarization technique for computing the power and exponential moments of Gaussian random matrices (Q871347) (← links)
- Optimal observations-based retrieval of topography in 2D shallow water equations using PC-EnKF (Q2214574) (← links)
- Bayesian prediction for stochastic processes: theory and applications (Q2352338) (← links)
- Parameter estimation for mechanical systems via an explicit representation of uncertainty (Q2937934) (← links)
- Bayesian Estimation for the Markov-Modulated Diffusion Risk Model (Q3296428) (← links)
- Bayesian parameter inference for models of the Black and Scholes type (Q3552646) (← links)
- RECURSIVE BAYESIAN ESTIMATION IN FORWARD PRICE MODELS IMPLIED BY FAIR PRICING (Q3564996) (← links)
- (Q4323156) (← links)
- Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise (Q5252225) (← links)
- Full Bayesian Analysis for a Class of Jump-Diffusion Models (Q5321902) (← links)
- Bayesian, MLE, and GMM Estimation of a Spot Rate Model (Q5712000) (← links)
