Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM
Sammelbandbeitrag › Aufsatz
› 2014
Zitation
Sammelbandbeitrag
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 S. 1-31.