Nonlinear Filter Estimation of Volatility (Q3580107)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Filter Estimation of Volatility |
scientific article |
Statements
Nonlinear Filter Estimation of Volatility (English)
0 references
11 August 2010
0 references
EM algorithm
0 references
nonlinear filters
0 references
reference probability approach
0 references
time series
0 references
volatility
0 references
