Search Results for Gaussian processes.

Gaussian processes.

.Interpretation of the Stochastic Integral -- 5.B.Integral of a Gaussian Process -- 5.C.Estimation Error for a

.Summary and Conclusions -- 3.Models with Jumps -- 3.1.Introduction and Objectives -- 3.2.Poisson Processes

, linear processes and time varying spectral densities -- 5.Gaussian likelihood theory for locally

Stochastic processes.

-- Empirical evidence of frailty -- Time-series parameter estimates -- Residual Gaussian copula correlation

Financial models with Lévy processes and volatility clustering / Rachev, S. T. (Svetlozar Todorov)