A multivariate variable model with possibility of missing data on a stochastic process

zbMATH Open1234.62074MaRDI QIDQ3224282FDOQ3224282

Authors: Ehsan Bahrami Samani 

Publication date: 30 March 2012

Full work available at URL: http://www.pvamu.edu/pages/7187.asp

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zbMATH Keywords

missing datasensitivity analysisBrownian motionfinance dataISNI

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Non-Markovian processes: estimation (62M09) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (2)

• Title not available (Why is that?)
• Conditional moment models with data missing at random

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