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State-Space Models
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State-Space Models

The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data.
Undertitel
Applications in Economics and Finance
Redaktör
Yong Zeng, Shu Wu
Upplaga
2013 ed.
ISBN
9781461477884
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2013-08-13
Sidor
347