Pages that link to "Item:Q2676916"
From MaRDI portal
The following pages link to Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations (Q2676916):
Displaying 5 items.
- Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law (Q734413) (← links)
- Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” (Q5374582) (← links)
- Weak solutions to gamma-driven stochastic differential equations (Q6041362) (← links)
- Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations (Q6353892) (← links)
- Nonparametric Bayesian inference for stochastic processes with piecewise constant priors (Q6630469) (← links)
