R
Robert J. Elliott
Researcher at University of Birmingham
Publications - 662
Citations - 20576
Robert J. Elliott is an academic researcher from University of Birmingham. The author has contributed to research in topics: Markov chain & Markov process. The author has an hindex of 63, co-authored 641 publications receiving 18057 citations. Previous affiliations of Robert J. Elliott include University of Maryland, College Park & University of Cambridge.
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Hidden Markov Models: Estimation and Control
TL;DR: This paper presents a meta-modelling procedure called Markov Model Processing that automates the very labor-intensive and therefore time-heavy and therefore expensive process of HMMEstimation.
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Stochastic calculus and applications
S. D. Jacka,Robert J. Elliott +1 more
TL;DR: These notes and other information about the course are available on www.cam.ac.uk/∼beresty/teach/StoCal/stocal.html Christina Goldschmidt, Stefan Grosskinsky, Gregory Miermont, and James Norris have all contributed to these notes.
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Determining the trade–environment composition effect: the role of capital, labor and environmental regulations
TL;DR: In this article, the authors examined whether compositional changes in pollution arising from trade liberalization originate due to differences in capital-labor endowments and/or differences in environmental regulations.
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Discrete-Time Nonlinear Filtering Algorithms Using Gauss–Hermite Quadrature
TL;DR: The Gaussian sum-quadrature Kalman filter (GS-QKF) as mentioned in this paper approximates the predicted and posterior densities as a finite number of weighted sums of Gaussian densities.
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American options with regime switching
TL;DR: In this paper, a Black-Scholes market is considered in which the underlying economy, as modeled by the parameters and volatility of the processes, switches between a finite number of states.