Asymptotically Optimal Smoothing with Arch Models (Q4883103): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 18:51, 5 March 2024
scientific article; zbMATH DE number 894890
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotically Optimal Smoothing with Arch Models |
scientific article; zbMATH DE number 894890 |
Statements
Asymptotically Optimal Smoothing with Arch Models (English)
0 references
5 August 1996
0 references
nonlinear filtering
0 references
smoothing
0 references
stochastic volatility
0 references
matrix Riccati equations
0 references
ARCH model
0 references