( en | de | ru )

 

Disambiguation

From post

копироватьудалитьдобавить публикацию в буфер
Recursive estimation for continuous time stochastic volatility models.

, и . Appl. Math. Lett., 22 (11): 1770-1774 (2009)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed.

R. A. A. Bowler

°Ake °Akerström

Mohamed A A Anndif

Eltohamy A A Yousef

-A Venbrocks

 

Другие публикации лиц с тем же именем

Recursive estimation for continuous time stochastic volatility models., и . Appl. Math. Lett., 22 (11): 1770-1774 (2009)Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic Trading., , , и . FUZZ-IEEE, стр. 1-8. IEEE, (2020)Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility Model., , , , и . FUZZ-IEEE, стр. 1-6. IEEE, (2019)A Note on the Filtering for Some Time Series Models, и . Journal of Time Series Analysis, 25 (3): 397--407 (122 05 2004)doi: 10.1111/j.1467-9892.2004.01898.x.Optimal estimation for semimartingale neuronal models, и . Journal of Statistical Planning and Inference, 33 (1): 143--156 (октября 1992)Generalized smoothed estimating functions for nonlinear time series, и . Statistics & Probability Letters, 65 (1): 51--56 (15.10.2003)Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing., , и . Math. Comput. Model., 49 (1-2): 352-368 (2009)Random coefficient GARCH models., , и . Math. Comput. Model., 41 (6-7): 723-733 (2005)Random coefficient mixture (RCM) GARCH models., , и . Math. Comput. Model., 42 (5-6): 519-532 (2005)Nonparametric estimation for some nonlinear models, и . Statistics & Probability Letters, 28 (3): 227--233 (июля 1996)