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Bayesian model selection with fractional Brownian motion - MaRDI portal

Bayesian model selection with fractional Brownian motion (Q3303352)

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Bayesian model selection with fractional Brownian motion
scientific article

    Statements

    title
    Bayesian model selection with fractional Brownian motion (English)
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    author
    Jens Krog
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    Lars Jacobsen
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    Frederik W. Lund
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    Daniel Wüstner
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    Michael A. Lomholt
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    publication date
    11 August 2020
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    Identifiers

    Mathematics Subject Classification ID
    62F15
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    60H10
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    60G22
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    62P10
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    zbMATH DE Number
    7232697
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    OpenAlex ID
    W2962751862
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    arXiv ID
    1804.01365
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    Wikidata QID
    Q129210269
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