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- 2003
-
Mark
Model Validation in Non-linear Continuous-discrete Grey-box Models
2003) 13th IFAC Symposium on System Identification(
- Contribution to conference › Paper, not in proceeding
-
Mark
Model Validation for Diffusion Processes using Generalized Gaussian Residuals
2003) p.156-159(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
- 2002
-
Mark
Estimating Parameters in Diffusion Processes using an Approximative Maximum Likelihood Approach
2002) 31st Meeting of the EURO Working Group on Financial Modeilng(
- Contribution to conference › Abstract
-
Mark
A Wavelet Based Approach to the Head and Shoulders Pattern
2002) Euro Working Group on Financial Modeling 31st Meeting(
- Contribution to conference › Abstract