Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations - MaRDI portal

Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations

From MaRDI portal

Publication:6353892

Jump to:navigation, search

DOI10.3150/21-BEJ1413arXiv2011.08321WikidataQ115223024 ScholiaQ115223024MaRDI QIDQ6353892

Denis Belomestny, Shota Gugushvili, Moritz Schauer, Peter Spreij

Publication date: 16 November 2020

Mathematics Subject Classification ID

Parametric inference (62Fxx) Stochastic processes (60Gxx) Nonparametric inference (62Gxx)

This page was built for publication: Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6353892&oldid=35970315"