A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes.

Warren J. Hahn James S. Dyer

Published in: Decis. Anal. (2011)

Keyphrases

stochastic processes
stochastic models
markov processes
stochastic process
dynamic bayesian networks
random fields
probability distribution
random variables
markov chain
machine learning
state space
markov process
continuous time bayesian networks