Estimating Unobservable Signal by Markovian Noise Induction. When Noise Helps in Statistics!
Year of publication: |
2004
|
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Authors: | Iacus, Stefano Maria ; Negri, Ilia |
Publisher: |
[S.l.] : SSRN |
Subject: | Markov-Kette | Markov chain | Signalling | Schätztheorie | Estimation theory | Noise Trading | Noise trading |
Extent: | 1 Online-Ressource (15 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Statistical Methods and Applications, Vol. 59, 2003 |
Classification: | C22 - Time-Series Models ; C24 - Truncated and Censored Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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