Bayesian functional data modeling for heterogeneous volatility (Q1699658)
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scientific article; zbMATH DE number 6843039
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian functional data modeling for heterogeneous volatility |
scientific article; zbMATH DE number 6843039 |
Statements
Bayesian functional data modeling for heterogeneous volatility (English)
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23 February 2018
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Bayesian functional data analysis
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Gaussian process
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state space model
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stochastic differential equation
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volatility heterogeneity
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