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Publication:3408699
zbMath1102.62115MaRDI QIDQ3408699
Publication date: 15 November 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wiener processOrnstein-Uhlenbeck processcompound Poisson processreproducing kernel Hilbert spacetrend estimationexogeneous shocksgeometric asset price model
Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Applications of functional analysis in probability theory and statistics (46N30)
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