The optimal forecasting for the multinomial scheme with disorder

DOI10.1515/GMJ.2010.015zbMATH Open1208.60038OpenAlexW3134529221MaRDI QIDQ3576340FDOQ3576340

Authors: Omar Glonti 

Publication date: 30 July 2010

Published in: gmj (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/gmj.2010.015

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zbMATH Keywords

optimal filteringmultinomial schemeinterpolation and forecastingstochastic process with disorder

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic models in economics (91B70) Financial applications of other theories (91G80)

Cited In (1)

• Geometric Gaussian martingales with disorder

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