1. Adelaide Research & Scholarship

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Results 21-30 of 43 (Search time: 0.002 seconds).
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PreviewIssue DateTitleAuthor(s)
2001Stochastic flows and the forward measureElliott, R.; Van Der Hoek, J.
2002On-line almost-sure parameter estimation for partially observed discrete-time linear systems with known noise characteristicsElliott, R.; Ford, J.; Moore, J.
2006Optimal linear estimation and data fusionElliott, R.; Van Der Hoek, J.
2005General smoothing formulas for Markov-modulated Poisson observationsElliott, R.; Malcolm, W.
2002HMM volatility estimationElliott, R.; Malcolm, W.; Tsoi, A.; Hitay Ozbay; IEEE Conference on Decision and Control (41st : 2002 : Las Vegas, Nevada)
2005Hidden Markov filter estimation of the occurrence time of an event in a financial marketElliott, R.; Tsoi, A.
2005Parameter estimation for a regime-switching mean-reverting model with jumpsWu, P.; Elliott, R.
2005Pairs tradingElliott, R.; Van Der Hoek, J.; Malcolm, W.
2005Risk-sensitive filtering and smoothing for continuous-time Markov processesMalcolm, W.; Elliott, R.; James, M.
2003Robust parameter estimation for asset price models with Markov modulated volatilitiesElliott, R.; Malcolm, W.; Tsoi, A.

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