The optimal forecasting for the multinomial scheme with disorder

DOI10.1515/GMJ.2010.015MaRDI QIDQ3576340zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

interpolation and forecastingmultinomial schemeoptimal filteringstochastic 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)

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Cited in

(1)

• Geometric Gaussian martingales with disorder

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