A class of stochastic volatility models for environmental applications (Q5495683)
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scientific article; zbMATH DE number 6325580
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of stochastic volatility models for environmental applications |
scientific article; zbMATH DE number 6325580 |
Statements
A class of stochastic volatility models for environmental applications (English)
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6 August 2014
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covariance function
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Gaussian process
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importance sampling
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latent process
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non-stationarity
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nugget effect
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stochastic volatility
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