scientific article; zbMATH DE number 1894679

zbMath1017.62085MaRDI QIDQ4801753

Mike K. P. So

Publication date: 8 April 2003

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

zbMATH Keywords

time seriesKalman filterfilteringstochastic volatility modelARCH(1) plus noise modelquadratic hill-climbing

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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