Parameter Estimation in a Weak Hidden Markov Model with Independent Drift and Volatility (Q4562483): Difference between revisions

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Latest revision as of 18:43, 17 July 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)
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    21 December 2018
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    Markov chain
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    asset price
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    risky asset
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    GARCH model
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    financial time series
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