✦ LIBER ✦

Local -estimation for jump-diffusion processes

✍ Scribed by Yunyan Wang; Lixin Zhang; Mingtian Tang

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Parametric estimation of local character

✍ A. P. Lapsar’ 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 114 KB

Efficient Estimation of First Passage Ti

✍ Atiya, Amir F.; Metwally, Steve A. K. 📂 Article 📅 2005 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 324 KB

On hitting times for jump-diffusion proc

✍ Manfred Schäl 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 644 KB

State estimation for partially observed

✍ Raymond Rishel 📂 Article 📅 1978 🏛 Elsevier Science 🌐 English ⚖ 522 KB

Optimal estimation for discrete time jum

✍ Vaca, M.; Tretter, S. 📂 Article 📅 1978 🏛 IEEE 🌐 English ⚖ 980 KB

Real-time estimation scheme for the spot

✍ Shigeyoshi Ogawa; Hoang-Long Ngo 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 418 KB