ResearchTrend.AI
  • Communities
  • Connect sessions
  • AI calendar
  • Organizations
  • Join Slack
  • Contact Sales
Papers
Communities
Social Events
Terms and Conditions
Pricing
Contact Sales
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2026 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 2011.08321
  4. Cited By
Nonparametric Bayesian volatility estimation for gamma-driven stochastic
  differential equations
v1v2 (latest)

Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations

16 November 2020
Denis Belomestny
S. Gugushvili
Moritz Schauer
Peter Spreij
ArXiv (abs)PDFHTML

Papers citing "Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations"

2 / 2 papers shown
Nonparametric Bayesian inference for stochastic processes with piecewise
  constant priors
Nonparametric Bayesian inference for stochastic processes with piecewise constant priors
Denis Belomestny
Frank van der Meulen
Peter Spreij
99
0
0
12 May 2023
Automatic Backward Filtering Forward Guiding for Markov processes and
  graphical models
Automatic Backward Filtering Forward Guiding for Markov processes and graphical models
Frank van der Meulen
Moritz Schauer
214
14
0
07 Oct 2020
1
Page 1 of 1