✦ LIBER ✦

On White Noises Driven by Hidden Markov Chains

✍ Scribed by Christian Francq; Michel Roussignol

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Conditional Heteroskedasticity Driven by

✍ Christian Francq; Michel Roussignol; Jean-Michel Zakoian 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 452 KB

Ergodic BSDEs Driven by Markov Chains

✍ Cohen, Samuel N.; Hu, Ying 📂 Article 📅 2013 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 358 KB

Structure of a double autoregressive pro

✍ Ji-Chun Liu 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 221 KB

On a simple derivation of master equatio

✍ V Balakrishnan 📂 Article 📅 1993 🏛 Springer-Verlag 🌐 English ⚖ 361 KB

Parameter estimation of an asset price m

✍ Xiaojing Xi; Rogemar Mamon 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 518 KB

On hidden Markov chains and finite stoch

✍ Peter Spreij 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 185 KB