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scientific article; zbMATH DE number 2015393
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English
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scientific article; zbMATH DE number 2015393

    Statements

    author
    Yong Zeng
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    Laurie C. Scott
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    publication date
    2002
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    zbMATH Keywords
    Bayesian estimation
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    filtering
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    O-U process
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    srock prices
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    counting process observations
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    Identifiers

    Mathematics Subject Classification ID
    93E10
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    91B24
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    93E11
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    zbMATH DE Number
    2015393
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