Expected a posteriori estimation in financial applications
Year of publication: |
2008
|
---|---|
Authors: | Mazzoni, Thomas |
Publisher: |
Hagen : Fernuniv., Fachbereich Wirtschaftswiss. |
Subject: | nonlinear stochastic differential equations | Nichtlineare Regression | Nonlinear regression | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Zustandsraummodell | State space model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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