Discretizing Markov Processes with HMM Approximations
Eva Janssens (University of Amsterdam)
- Econometrics Seminars and Workshop Series
Eva Janssens (University of Amsterdam)
Marina Khismatullina (Erasmus University Rotterdam), Tom Boot (University of Groningen), Martin Schumann (Maastricht University), Vasilis Sarafidis (BI Norwegian Business School), Geert Dhaene (KU Leuven)
Jules Depersin (CREST)
Evgenii Vladimirov (UvA)
Andrea Nagy (Erasmus University Rotterdam)
Ekaterina Ugulava , Ekaterina Ugulava
Lina Zhang
Lingwei Kong
Bo Andree
Yacine Ait-Sahalia (Princeton University, United States)
Irene Botosaru (University of Bristol, United Kingdom) and Chris Muris (University of Bristol, United Kingdom)
Jean-Paul Renne (University of Lausanne, Switzerland)
Cristina Gualdani (Université Capitole Toulouse 1, France)
Roxana Halbleib (University of Konstanz)
Sebastiano Manzan (Baruch College, United States)
Christoph Rothe (University of Mannheim)
Florian Gunsilius (Massachusetts Institute of Technology, United States)
Patrik Guggenberger (Pennsylvania State University, United States)
Christian Francq (University of Lille, CREST)
Marc (M.H.C.) Nientker