Statements (13)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:application |
modeling stochastic volatility
|
| gptkbp:describedBy |
Barndorff-Nielsen and Shephard (2001)
|
| gptkbp:hasProperty |
infinite divisibility
stationary increments |
| https://www.w3.org/2000/01/rdf-schema#label |
Barndorff-Nielsen process
|
| gptkbp:namedAfter |
Ole E. Barndorff-Nielsen
|
| gptkbp:relatedTo |
gptkb:Ornstein-Uhlenbeck_process
gptkb:stochastic_process |
| gptkbp:usedIn |
gptkb:probability_theory
financial mathematics |
| gptkbp:bfsParent |
gptkb:Ole_Barndorff-Nielsen
|
| gptkbp:bfsLayer |
6
|