Detection of patches of outliers in stochastic volatility processes (Q2400232)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detection of patches of outliers in stochastic volatility processes |
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Detection of patches of outliers in stochastic volatility processes (English)
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28 August 2017
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patches of outliers
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stochastic volatility
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detection of outliers
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Markov chain Monte Carlo
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