Discretely observed Brownian motion governed by telegraph signal process: estimation and application to finance (Q6656717)
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scientific article; zbMATH DE number 7961644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretely observed Brownian motion governed by telegraph signal process: estimation and application to finance |
scientific article; zbMATH DE number 7961644 |
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Discretely observed Brownian motion governed by telegraph signal process: estimation and application to finance (English)
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3 January 2025
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BMT process
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telegraph process
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forward algorithm
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hidden Markov model
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maximum likelihood estimation
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