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 23:08, 19 March 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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