Drift and volatility estimation in discrete time (Q1389714)
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scientific article; zbMATH DE number 1170359
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Drift and volatility estimation in discrete time |
scientific article; zbMATH DE number 1170359 |
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Drift and volatility estimation in discrete time (English)
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30 June 1998
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filtering
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hidden Markov models
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parameter estimation
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volatility
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0.8206660747528076
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0.8109070062637329
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0.8104302883148193
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0.8047855496406555
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0.8040603399276733
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