๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Book review: Stochastic Models, Estimation and Control

โœ Scribed by Davis, M.H.A.

Book ID
114450472
Publisher
The Institution of Electrical Engineers
Year
1981
Weight
137 KB
Volume
128
Category
Article
ISSN
0143-7054

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๐Ÿ“œ SIMILAR VOLUMES

State-space stochastic volatility models
State-space stochastic volatility models: A review of estimation algorithms
โœ Capobianco, Enrico ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 904 KB

Stochastic volatility models (SVMs) represent an important framework for the analysis of financial time series data, together with ARCH-type models; but unlike the latter, the former, at least from the statistical point of view, cannot rely on the possibility of obtaining exact inference, in particu