Statistical method to estimate a regime-switching Lévy model (Q2833389)
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scientific article; zbMATH DE number 6654377
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Statistical method to estimate a regime-switching Lévy model |
scientific article; zbMATH DE number 6654377 |
Statements
Statistical Method to Estimate a Regime-Switching Lévy Model (English)
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18 November 2016
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regime-switching Lévy model
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Markov chain
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EM-algorithm
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0.8064690232276917
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0.7787008881568909
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0.7737312912940979
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0.771532416343689
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