Pages that link to "Item:Q1688729"
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The following pages link to EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies (Q1688729):
Displaying 7 items.
- A dependent hidden Markov model of credit quality (Q448329) (← links)
- Optimal liquidation under partial information with price impact (Q1986008) (← links)
- Statistical inference for partially observed Markov-modulated diffusion risk model (Q2152230) (← links)
- Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
- Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
- A hidden Markov model of credit quality (Q2654428) (← links)
- RATING TRANSITIONS FORECASTING: A FILTERING APPROACH (Q6095479) (← links)