Lévy过程驱动的非高斯OU随机波动模型及其贝叶斯参数统计推断方法研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-207x|23|8|1-9

ISSN: 1003-207x

Source: 中国管理科学, Vol.23, Iss.8, 2015-01, pp. : 1-9

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

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Abstract