An Estimate of Parameters of Random Variables of Exponential Distributions

被引：0

作者：

L. V. Volokh

机构：

[1] National Academy of Sciences of Ukraine,Cybernetics Institute

来源：

Cybernetics and Systems Analysis | 2000年 / 36卷

关键词：

dynamics of stock prices; models of the dynamics of stock prices; Katz process ("telegraph process"); estimates of parameters of a model of the dynamics of stock prices;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

A model based on the Katz process ("telegraph process") and used for description of the dynamics of stock prices is considered. The estimates of unknown parameters of the model proposed are found.

引用

页码：786 / 790

页数：4

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