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Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes.

Arvid RaknerudØivind Skare
Published in: Comput. Stat. Data Anal. (2012)
Keyphrases
  • stochastic processes
  • probabilistic model
  • image processing
  • reinforcement learning
  • autoregressive
  • stochastic process