Pages that link to "Item:Q2691688"
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The following pages link to On the estimation of regime-switching Lévy models (Q2691688):
Displaying 6 items.
- Accounting for regime and parameter uncertainty in regime-switching models (Q654823) (← links)
- Maximum cross section method in the filtering problem for continuous systems with Markovian switching (Q1983514) (← links)
- Kac-Lévy processes (Q2297322) (← links)
- Estimating a regime switching pairs trading model (Q4554469) (← links)
- Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models (Q5079360) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)