Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045): Difference between revisions

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Latest revision as of 21:58, 17 December 2024

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Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation
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    Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (English)
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    6 March 2020
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    regime-switching model
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    yield rate
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    change of probability measure
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    parameter estimation
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    filtering
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