Conditional Gauss–Hermite Filtering With Application to Volatility Estimation (Q2982602)

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Conditional Gauss–Hermite Filtering With Application to Volatility Estimation
scientific article

    Statements

    title
    Conditional Gauss–Hermite Filtering With Application to Volatility Estimation (English)
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    author
    Hermann Singer
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    publication date
    16 May 2017
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    Identifiers

    Mathematics Subject Classification ID
    62M20
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    62F15
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    93E11
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    zbMATH DE Number
    6716645
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