keyword Estimation of Parameter / (1 Article)
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Corresponding Author : Mehrdoust، Farshid ؛ Writer : Noorani، Idin ؛ Khavari، Mahdi ؛
Journal:Journal of Mathematics and Modeling in Finance»Summer and Autumn 2021, Volume 1- Number 2 (19 page(s) - From 111 to 129 )
Keywords:ClassificationRegime-switching modelEstimation of ParameterExpectation-maximization algorithm
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Journal Journal of Mathematics and Modeling in Finance 1 |