Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models (Q1000051)
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scientific article; zbMATH DE number 5502859
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models |
scientific article; zbMATH DE number 5502859 |
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Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models (English)
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4 February 2009
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stochastic differential equation
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Bayesian prediction
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conjugate prior
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0.90659636
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0.90590125
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0.8941106
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0.8936447
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