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Multivariate analysis
Theorie
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Maximum-Likelihood-Schätzung
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Multivariate Analyse
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Nonlinear systems
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Black-Scholes-Modell
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Credit rating
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Discrete measurements
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Entropie
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Hermite expansion
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Singer, Hermann
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Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
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Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
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ECONIS (ZBW)
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Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann
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2008
Persistent link: https://www.econbiz.de/10015205704
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Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann
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2008
Persistent link: https://www.econbiz.de/10003795449
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Generalized Gauss-Hermite filtering for multivariate difussion processes
Singer, Hermann
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2006
Persistent link: https://www.econbiz.de/10013409326
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