Video library: M. Burnashev, Sequential estimation of Gaussian random walk first-passage time from correlated observations

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Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics»
December 28, 2015 10:15–11:00, Moscow, Steklov mathematical institute

Sequential estimation of Gaussian random walk first-passage time from correlated observations

M. Burnashev

*Supplementary materials:*
	Adobe PDF	124.3 Kb

Supplementary materials:

burnashev.pdf (124.3 Kb)

Language: English