Hidden Markov Chain Filtering for a Jump Diffusion Model (Q4678751): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+New finite-dimensional filters and smoothers for noisily observed Markov chains
+Normal rank
@@ Property / cites work @@
+Q4323296
@@ Property / cites work: Q4323296 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
+Normal rank
@@ Property / cites work @@
+Erratum: Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
+Normal rank
@@ Property / cites work @@
+Parameter estimation for Markov modulated poisson processes
+Normal rank
@@ Property / cites work @@
+An EM algorithm for estimation in Markov-modulated Poisson processes
+Normal rank