Efficient and flexible model-based clustering of jumps in diffusion processes - Kang, Bokgyeong; Park, Taeyoung (Journal of the Korean Statistical Society, 2019)
Keywords: Applied Statistics; Bayesian Inference; Bayesian nonparametric inference; Density estimation; Jump–diffusion process; Nested Dirichlet process mixtures; Partially collapsed Gibbs sampler; Statistical Theory and Methods; Statistics; Statistics and Computing/Statistics Programs; 통계학; secondary; Density estimation; Bayesian nonparametric inference; Partially collapsed Gibbs sampler; Jump–diffusion process; Nested Dirichlet process mixtures; primary; primary 62F15; Jump-diffusion process; secondary 97K80