Robust parameter estimation for asset price models with Markov modulated volatilities (Q951363): Difference between revisions

@@ Property / cites work @@
+Q4716197
@@ Property / cites work: Q4716197 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997913
@@ Property / cites work: Q3997913 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3878440
@@ Property / cites work: Q3878440 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4750503
@@ Property / cites work: Q4750503 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
+Normal rank
@@ Property / cites work @@
+Q3969647
@@ Property / cites work: Q3969647 / rank @@
+Normal rank
@@ Property / cites work @@
+New finite-dimensional filters and smoothers for noisily observed Markov chains
+Normal rank
@@ Property / cites work @@
+Exact adaptive filters for Markov chains observed in Gaussian noise
+Normal rank
@@ Property / cites work @@
+Mathematics of financial markets
@@ Property / cites work: Mathematics of financial markets / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the implicit interest rate of a risky asset
+Normal rank
@@ Property / cites work @@
+Q4323296
@@ Property / cites work: Q4323296 / rank @@
+Normal rank
@@ Property / cites work @@
+Time discretization of continuous-time filters and smoothers for HMM parameter estimation
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+Équations du filtrage non linéaire de la prédiction et du lissage
+Normal rank
@@ Property / cites work @@
+A two-sided stochastic integral and its calculus
@@ Property / cites work: A two-sided stochastic integral and its calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Q3334692
@@ Property / cites work: Q3334692 / rank @@
+Normal rank