Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM

Sammelbandbeitrag › Aufsatz › 2014

Zitation

Erlwein-Sayer, Christina; Ruckdeschel, Peter: Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM. In: .): HMM in Finance. Vol 2: Further Developments and Applications. Hg. von Mamon, R. and Elliott, R. J. . New York: Springer 2014 (2/2014), S. 1-31.

ISBN

978-1-4899-7442-6

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