Pages that link to "Item:Q2691688"
From MaRDI portal
The following pages link to On the estimation of regime-switching Lévy models (Q2691688):
Displaying 4 items.
- Maximum cross section method in the filtering problem for continuous systems with Markovian switching (Q1983514) (← links)
- Kac-Lévy processes (Q2297322) (← links)
- Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models (Q5079360) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
