, Dividenden und Marktkapitalisierung mittels Kointegration und zeigt so eine gegenüber den herkömmlich verwendeten Methoden …

. Chapter 1 gives a brief introduction to the classical theory on both discrete and continuous time Markov chains. The … relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methods …-order Markov chain models, particularly a class of parsimonious higher-order Markov chain models. Efficient estimation methods for …

-- Parameter estimation in a weak hidden Markov model with independent drift and volatility -- Parameter estimation in a regime … science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance …