Recursive parameter estimation for semimartingales
Title: | Recursive parameter estimation for semimartingales |
Author: | Thavaneswaran, A.; Habib, M. K. |
Publisher: | North Carolina State University. Dept. of Statistics |
Date: | 1987 |
Series/Report No.: | Institute of Statistics mimeo series 1819 |
URI: |
http://www.stat.ncsu.edu/information/library/mimeo.archive/ISMS_1987_1817.pdf
http://www.lib.ncsu.edu/resolver/1840.4/8428 |
Files in this item
Files | Size | Format | View |
---|---|---|---|
ISMS_1987_1817.pdf | 408.6Kb |
View/ |