Hidden Markov Filter Estimation of the Occurrence Time of an Event in a Financial Market (Q5707906): Difference between revisions

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+Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
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+Q4323296
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+Robust parameter estimation for asset price models with Markov modulated volatilities
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+Estimating the implicit interest rate of a risky asset
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+Exact adaptive filters for Markov chains observed in Gaussian noise
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+New finite-dimensional filters and smoothers for noisily observed Markov chains
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+A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA
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+European option pricing when the riskfree interest rate follows a jump process
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