المؤلفون: Cipra, Tomáš, Hendrych, Radek

مصطلحات موضوعية: keyword:GARCH model, keyword:Kalman filter, keyword:outlier, keyword:robust recursive estimation, keyword:volatility, msc:62F35, msc:62M10, msc:91G70

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/147601

المؤلفون: Sakthivel, Kumarasamy, Balachandran, Krishnan, Sowrirajan, Rangarajan, Kim, Jeong-Hoon

مصطلحات موضوعية: keyword:Black–Scholes equation, keyword:volatility, keyword:controllability, keyword:observability, keyword:Carleman estimates, msc:45K05, msc:47N10, msc:91B28, msc:91G10, msc:93B05, msc:93C20, msc:93E03

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/135882