ResearchTrend.AI
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations
v1v2 (latest)

Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations

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
Title
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
20
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
86
12
0
07 Oct 2020