The following pages link to Christina Erlwein-Sayer (Q2304044):
Displaying 3 items.
- Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045) (← links)
- Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM (Q4562474) (← links)
- Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations (Q6576843) (← links)
