Error structures and parameter estimation

Author:

Bouleau Nicolas,Chorro Christophe

Publisher

Elsevier BV

Subject

General Mathematics

Reference9 articles.

1. Calcul d'erreur complet lipschitzien et formes de Dirichlet;Bouleau;J. Math. Pures Appl.,2001

2. Error calculus and path sensitivity in financial models;Bouleau;Math. Finance,2003

3. Error Calculus for Finance and Physics: The Language of Dirichlet Forms;Bouleau,2003

4. Dirichlet Forms and Analysis on Wiener Space;Bouleau,1991

5. Theory of Statistical Information;Fisher;Proc. Cambridge Philos. Soc.,1925

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1. Trend detection under erroneous observations: application to quantitative financial strategies;The Journal of Investment Strategies;2015-06

2. OPTIMAL CREDIT ALLOCATION UNDER REGIME UNCERTAINTY WITH SENSITIVITY ANALYSIS;International Journal of Theoretical and Applied Finance;2015-02

3. When and how an error yields a Dirichlet form;Journal of Functional Analysis;2006-11

4. Theoreme de Donsker et formes de Dirichlet;Bulletin des Sciences Mathématiques;2005-05

5. Convergence in Dirichlet Law of Certain Stochastic Integrals;Electronic Journal of Probability;2005-01-01

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