Bayesian inference for stable Lévy–driven stochastic differential equations with high-frequency data

Mathematics

• Stochastic Differential Equation 100%
• Bayesian Inference 100%
• High-Frequency Data 100%
• Parametric 33%
• Likelihood Function 33%
• Lvy Process 33%
• Regularity Condition 33%
• Monte Carlo Algorithm 33%
• Quasi-Likelihood 33%
• Markov Chain Monte Carlo 33%
• Numerical Example 33%

Keyphrases

• Mises 50%
• Parametric Bayesian Inference 50%
• Pure Jump 50%