Asymptotically Optimal Smoothing with Arch Models (Q4883103): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3124952591 / rank | |||
Normal rank | |||
Latest revision as of 19:04, 19 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
