Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (Q1729305)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme |
scientific article; zbMATH DE number 7030210
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme |
scientific article; zbMATH DE number 7030210 |
Statements
Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (English)
0 references
27 February 2019
0 references
Bayesian modelling
0 references
long memory/anti-persistence
0 references
continuous time modelling
0 references
MCMC
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
