Pages that link to "Item:Q3758686"

The following pages link to On the parameters estimation of continuous-time ARMA processes from noisy observations (Q3758686):

Displaying 5 items.

• On filtering and estimation of a threshold stochastic volatility model (Q658656) (← links)
• A hidden Markov regime-switching model for option valuation (Q661263) (← links)
• New results in Sridhar filtering theory: The discrete case (Q1117193) (← links)
• Recursive identification in continuous-time stochastic processes (Q1316601) (← links)
• Estimation for nonlinear stochastic differential equations by a local linearization method¹ (Q4208316) (← links)