Open AccessBayesian inference on multivariate asymmetric jump-diffusion models
Author(s) -
YoungEun Lee,
Taeyoung Park
Publication year - 2016
Publication title -
eung'yong tong'gye yeon'gu/the korean journal of applied statistics
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2016.29.1.099
Subject(s) - jump , jump diffusion , multivariate statistics , bivariate analysis , econometrics , bayesian inference , bayesian probability , inference , mathematics , laplace transform , diffusion , statistical physics , statistics , computer science , artificial intelligence , physics , mathematical analysis , quantum mechanics , thermodynamics