adiunkt
Faculty of Applied Mathematics WMS-kmf
ORCID: 0000-0003-1544-4221 połącz konto z ORCID
ResearcherID: K-1517-2012
Scopus: 55443054200
PBN: 5e709210878c28a04738f6da
OPI Nauka Polska
System Informacyjny AGH (SkOs)
Bayesian inference for the jump-diffusion model with M jumps / KOSTRZEWSKI Maciej // Communications in Statistics. Theory and Methods ; ISSN 0361-0926. — 2014 vol. 43 iss. 18, s. 3955–3985. — Bibliogr. s. 3985
keywords: Bayesian inference, mixture of normal distributions, MCMC methods, Merton model, Jump-diffusion processes, Bernoulli jump-diffusion model, Latent variables
cyfrowy identyfikator dokumentu: 10.1080/03610926.2012.755202