Budhi Arta Surya
Orcid: 0000-0002-9041-8608
According to our database1,
Budhi Arta Surya
authored at least 6 papers
between 2007 and 2023.
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Bibliography
2023
Maximum likelihood smoothing estimation in state-space models: An incomplete-information based approach.
CoRR, 2023
2022
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path.
J. Multivar. Anal., 2022
Maximum likelihood recursive state estimation in state-space models: A new approach based on statistical analysis of incomplete data.
CoRR, 2022
2011
Two-dimensional Hull-White model for stochastic volatility and its nonlinear filtering estimation.
Proceedings of the International Conference on Computational Science, 2011
Optimal investment and consumption strategies for small investor using Bellman's principle of optimality.
Proceedings of the International Conference on Electrical Engineering and Informatics, 2011
2007
Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels.
Finance Stochastics, 2007