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~isPartOf:"Tinbergen Institute Discussion Paper 14-118/III"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"Stochastic process"
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Tinbergen Institute Discussion Paper 14-118/III
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Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
Barra, Istvan
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2016
evidence for stochastic intensity and stochastic
volatility
models based on Ornstein-Uhlenbeck processes. For our empirical …
Persistent link: https://www.econbiz.de/10013005987
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