Tobias Ryden

Lund University & University of California (Berkel

Box 118

Department of Mathematical Statistics

S-221 00 Lund

Sweden

SCHOLARLY PAPERS

2

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Asymptotically Efficient Recursive Estimation for Incomplete Data Models Using the Observed Information

Metrika, Vol. 47, No. 2 (1998)
Posted: 09 Apr 1998
Tobias Ryden
Lund University & University of California (Berkel

Abstract:

Loading...

2.

Stylized Facts of Daily Return Series and the Hidden Markov Model

No 117
Posted: 12 Mar 1997
Lund University & University of California (Berkel, Stockholm School of Economics - Department of Economics and Stockholm School of Economics - Department of Economic Statistics

Abstract:

Loading...