Title	Filtering of an HMM-based multivariate Ornstein-Uhlenbeck model with application to forecasting market liquidity
Creator	Mamon, Rogemar
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2014-05-02
Extent	31 minutes
Subject	Mathematics; Statistics; Probability theory and stochastic processes
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: University of Western Ontario (Canada)
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2014-12-08
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivs 2.5 Canada
DOI	10.14288/1.0044327
URI	http://hdl.handle.net/2429/51383
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/2.5/ca/
Aggregated Source Repository	DSpace

Open Collections

BIRS Workshop Lecture Videos