scientific article; zbMATH DE number 5002101

MaRDI QIDQ3367971zbMATH OpenFDO

Authors Zhuoxi Yu, Dehui Wang

Publication date 27 January 2006

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(1)

• Optimal trend estimation in geometric asset price models

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