PARAMETER ESTIMATION FOR A REGIME-SWITCHING MEAN-REVERTING MODEL WITH JUMPS (Q5704733)
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scientific article; zbMATH DE number 2229328
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PARAMETER ESTIMATION FOR A REGIME-SWITCHING MEAN-REVERTING MODEL WITH JUMPS |
scientific article; zbMATH DE number 2229328 |
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PARAMETER ESTIMATION FOR A REGIME-SWITCHING MEAN-REVERTING MODEL WITH JUMPS (English)
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15 November 2005
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reference probability
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martingales
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filtering equations
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jump process
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