Bayesian Estimation of the Skew Ornstein-Uhlenbeck Process
Year of publication: |
2022
|
---|---|
Authors: | Bai, Yizhou ; Wang, Yongjin ; Zhang, Haoyan ; Zhuo, Xiaoyang |
Subject: | Bayesian estimation | Doubly skewed OU process | Gibbs sampler | Skew OU process | Bayes-Statistik | Bayesian inference | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Schätzung | Estimation | Volatilität | Volatility | Markov-Kette | Markov chain |
-
Lengua Lafosse, Patricia, (2018)
-
Tabash, Mosab I., (2024)
-
Volatility estimation using a rational GARCH model
Takaishi, Tetsuya, (2018)
- More ...
-
A simple trinomial lattice approach for the skew-extended CIR models
Zhuo, Xiaoyang, (2017)
-
The issuer-pays business model and competitive rating market : rating network structure
Zhuo, Xiaoyang, (2017)
-
The Issuer-Pays Business Model and Competitive Rating Market : Rating Network Structure
Zhuo, Xiaoyang, (2017)
- More ...