Parameter Estimation in a Weak Hidden Markov Model with Independent Drift and Volatility (Q4562483): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
(3 intermediate revisions by 2 users not shown) | |||
Property / author | |||
Property / author: Rogemar S. Mamon / rank | |||
Property / author | |||
Property / author: Rogemar S. Mamon / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/978-1-4899-7442-6_10 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W50605959 / rank | |||
Normal rank |
Revision as of 23:08, 19 March 2024
scientific article; zbMATH DE number 6996410
Language | Label | Description | Also known as |
---|---|---|---|
English | Parameter Estimation in a Weak Hidden Markov Model with Independent Drift and Volatility |
scientific article; zbMATH DE number 6996410 |
Statements
Parameter Estimation in a Weak Hidden Markov Model with Independent Drift and Volatility (English)
0 references
21 December 2018
0 references
Markov chain
0 references
asset price
0 references
risky asset
0 references
GARCH model
0 references
financial time series
0 references