On Parameter Estimation of Hidden Telegraph Process

9 September 2015

Papers citing "On Parameter Estimation of Hidden Telegraph Process"

5 / 5 papers shown

Title
Hidden AR Process and Adaptive Kalman Filter Yury A. Kutoyants 68 2 0 19 Apr 2023
Consistency of MLE for partially observed diffusions, with application in market microstructure modeling S. Nadtochiy Yuan Yin 94 3 0 19 Jan 2022
Volatility Estimation of Hidden Markov Processes and Adaptive Filtration Yury A. Kutoyants 67 7 0 15 Oct 2020
Hidden Markov Model Where Higher Noise Makes Smaller Errors Yury A. Kutoyants 54 2 0 15 Oct 2020
Method of Moments Estimators and Multu-step MLE for Poisson Processes A. S. Dabye A. A. Gounoung Yury A. Kutoyants 56 10 0 17 Jun 2018