2091

PARAMETER ESTIMATION IN STOCHASTIC VOLATILITY MODELS WITH MISSING DATA USING PARTICLE METHODS AND THE EM ALGORITHM

Anthony Brockwell استاد مشاور , David S. Stoffer استاد راهنما

university of pittsburgh

دكتري

Doctor of Philosophy )Statistics(

0

2005

Missing data , financial time series , EM algorithm , particle filtering , particle smoothin , State-space Model , stochastic volatility

01

انگليسي