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Item hits:
PreviewIssue DateTitleAuthor(s)
2002HMM volatility estimationElliott, R.; Malcolm, W.; Tsoi, A.; Hitay Ozbay,; IEEE Conference on Decision and Control (41st : 2002 : Las Vegas, Nevada)
2003Robust parameter estimation for asset price models with Markov modulated volatilitiesElliott, R.; Malcolm, W.; Tsoi, A.
2005Hidden Markov filter estimation of the occurrence time of an event in a financial marketElliott, R.; Tsoi, A.

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