Conditionally Gaussian random sequences for an integrated variance estimator with correlation between noise and returns (Q6574633)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Conditionally Gaussian random sequences for an integrated variance estimator with correlation between noise and returns |
scientific article; zbMATH DE number 7883156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditionally Gaussian random sequences for an integrated variance estimator with correlation between noise and returns |
scientific article; zbMATH DE number 7883156 |
Statements
Conditionally Gaussian random sequences for an integrated variance estimator with correlation between noise and returns (English)
0 references
18 July 2024
0 references
forward filtering and backward sampling
0 references
integrated variance
0 references
Kalman filtering
0 references
state-space models
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
