Regime-Switching and the Estimation of Multifractal Processes∗ Laurent Calvet

First Page		Document Content
$Markov models / Fractals / M-estimators / Stochastic volatility / Markov chain / Volatility / Autoregressive conditional heteroskedasticity / Markov switching multifractal / Maximum likelihood / Statistics / Mathematical finance / Estimation theory$ Date: 2007-02-14 15:26:47 Markov models Fractals M-estimators Stochastic volatility Markov chain Volatility Autoregressive conditional heteroskedasticity Markov switching multifractal Maximum likelihood Statistics Mathematical finance Estimation theory		Regime-Switching and the Estimation of Multifractal Processes∗ Laurent Calvet Add to Reading List Source URL: www.cirano.qc.ca Download Document from Source Website File Size: 1,32 MB Share Document on Facebook

	Designing Robust Software Systems through Parametric Markov Chain Synthesis ˇ ska† , Simos Gerasimou∗ , Marta Kwiatkowska‡ and Nicola Paoletti§ Radu Calinescu∗ , Milan Ceˇ ∗ Department of Computer Science, U DocID: 1xTt6 - View Document
	Monte Carlo Markov Chain Algorithms for Sampling Strongly Rayleigh Distributions and Determinantal Point Processes Nima Anari ∗ DocID: 1vbSk - View Document
	Mean field and fluid approaches to Markov chain analysis Jeremy T. Bradley ∗ Department of Computing, Imperial College London, UK Representing the explicit state space of performance models has inheren DocID: 1v7u1 - View Document
	ODE approximations to some Markov chain models Perla Sousi January 13, 2009 DocID: 1uW7y - View Document
	Compiling Markov Chain Monte Carlo Algorithms for Probabilistic Modeling Daniel Huang Jean-Baptiste Tristan DocID: 1uvqp - View Document