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Disambiguation of "Thavaneswaran, A."

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A criterion for filtering in semimartingale models

, and . Stochastic Processes and their Applications, 28 (2): 259--265 (June 1988)

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R. A. A. Bowler

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A Brunk

 

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Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic Trading., , , and . FUZZ-IEEE, page 1-8. IEEE, (2020)Recursive estimation for continuous time stochastic volatility models., and . Appl. Math. Lett., 22 (11): 1770-1774 (2009)Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility Model., , , , and . FUZZ-IEEE, page 1-6. IEEE, (2019)A Note on the Filtering for Some Time Series Models, and . Journal of Time Series Analysis, 25 (3): 397--407 (122 05 2004)doi: 10.1111/j.1467-9892.2004.01898.x.Optimal estimation for semimartingale neuronal models, and . Journal of Statistical Planning and Inference, 33 (1): 143--156 (October 1992)Generalized smoothed estimating functions for nonlinear time series, and . Statistics & Probability Letters, 65 (1): 51--56 (Oct 15, 2003)Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing., , and . Math. Comput. Model., 49 (1-2): 352-368 (2009)Random coefficient GARCH models., , and . Math. Comput. Model., 41 (6-7): 723-733 (2005)Random coefficient mixture (RCM) GARCH models., , and . Math. Comput. Model., 42 (5-6): 519-532 (2005)Nonparametric estimation for some nonlinear models, and . Statistics & Probability Letters, 28 (3): 227--233 (July 1996)