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Issue Date
Title
Author(s)
2001
Improved smoother dynamics for discrete time HMM parameter estimation
Elliott, R.
;
Malcolm, W.
;
Theodore Djaferis,
;
IEEE Conference on Decision and Control (40th : 2001 : Orlando, Florida)
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Author
47
Siu, T.
21
Malcolm, W.
17
Van Der Hoek, J.
8
Cohen, S.
7
Chan, L.
7
Miao, H.
6
Badescu, A.
6
Deng, J.
6
Sworder, D.
5
Boyd, J.
.
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Subject
7
Reference probability
6
BSDE
6
EM algorithm
5
Change of measures
5
comparison theorem
5
Esscher transform
5
Filtering
5
nonlinear expectation
4
Comparison theorem
4
Option pricing
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Date issued
77
2010 - 2017
81
2000 - 2009
3
1998 - 1999