Bayesian nonlinear expectation for time series modelling and its application to Bitcoin
Tak Kuen Siu
| Year of publication: |
2023
|
|---|---|
| Authors: | Siu, Tak Kuen |
| Subject: | Bayesian statistics | Bitcoin | Drift and volatility uncertainties | Girsanov's transform | Nonlinear expectations | Parametric time series modelling | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Erwartungsbildung | Expectation formation | Nichtlineare Regression | Nonlinear regression | Finanzmarkt | Financial market | Virtuelle Währung | Virtual currency |
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