Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang Liu, Yanzi Liang, Xinchen Lan, Zheng Lu
| Year of publication: |
2024
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|---|---|
| Authors: | Yang, Liu ; Liang, Yanzi ; Lan, Xinchen ; Lu, Zheng |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 64.2024, Art.-No. 105367, p. 1-12
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| Subject: | Nonparametric statistical inference | Riccati equation | Stochastic linear–quadratic problem | Wavelet estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Stochastischer Prozess | Stochastic process | Induktive Statistik | Statistical inference | Kontrolltheorie | Control theory | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105367 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014531668