Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations (Q2676916)
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scientific article; zbMATH DE number 7594055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations |
scientific article; zbMATH DE number 7594055 |
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Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations (English)
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28 September 2022
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gamma process
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nonparametric Bayesian estimation
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stochastic differential equation
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