Browsing Statistics and Actuarial Science by Subject "Bayesian inference"
Now showing items 1-2 of 2
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Bayesian Inference for Stochastic Volatility Models
(University of Waterloo, 2012-09-26)Stochastic volatility (SV) models provide a natural framework for a representation of time series for financial asset returns. As a result, they have become increasingly popular in the finance literature, although they ... -
Efficient Kernel Methods for Statistical Detection
(University of Waterloo, 2008-03-28)This research is motivated by a drug discovery problem -- the AIDS anti-viral database from the National Cancer Institute. The objective of the study is to develop effective statistical methods to model the relationship ...