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PreviewIssue DateTitleAuthor(s)
2010On mean-variance portfolio selection under a hidden Markovian regime-switching modelElliott, R.; Siu, T.; Badescu, A.
2013A modified hidden Markov modelVan Der Hoek, J.; Elliott, R.
2010A filter for a state space model with fractional Gaussian noiseElliott, R.; Deng, J.
2011On filtering and estimation of a threshold stochastic volatility modelElliott, R.; Liew, C.; Siu, T.
2010Nonlinear filter estimation of volatilityElliott, R.; Van Der Hoek, J.; Valencia, J.

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