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zbMath1203.91324MaRDI QIDQ3068502

Luka Jalen, Rogemar S. Mamon

Publication date: 15 January 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Estimation and detection in stochastic control theory (93E10) Economic growth models (91B62) Financial applications of other theories (91G80)

Related Items (1)

Parameter Estimation in a Weak Hidden Markov Model with Independent Drift and Volatility

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