FINANCIAL SIGNAL PROCESSING: A SELF CALIBRATING MODEL (Q3523588): Difference between revisions

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+Robert J. Elliot
@@ Property / author: Robert J. Elliot / rank @@
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+William C. Hunter
@@ Property / author: William C. Hunter / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Multi-factor term structure models
@@ Property / cites work: Multi-factor term structure models / rank @@
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
@@ Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank @@
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@@ Property / cites work @@
+Exact adaptive filters for Markov chains observed in Gaussian noise
+Normal rank
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+Martingales and arbitrage in multiperiod securities markets
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+Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
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+Mortgages and Markov Chains: A Simplified Evaluation Model
+Normal rank