Nonparametric Bayesian inference for stochastic processes with piecewise constant priors (Q6630469)
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scientific article; zbMATH DE number 7936628
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Bayesian inference for stochastic processes with piecewise constant priors |
scientific article; zbMATH DE number 7936628 |
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Nonparametric Bayesian inference for stochastic processes with piecewise constant priors (English)
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31 October 2024
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diffusion coefficient
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dispersion coefficient
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Gibbs sampler
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(inverse)
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gamma Markov chain prior
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nonparametric Bayesian estimation
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stochastic differential equation
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volatility
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point process
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microstructure noise
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Lévy density
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gamma-type subordinators
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