Budhi Surya
Orcid: 0000-0002-9041-8608
According to our database1,
Budhi Surya authored at least 11 papers
between 2007 and 2026.
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Bibliography
2026
Exact Maximum Likelihood Nonlinear Filtering Equations and Stability Properties of the Optimal Nonlinear Filter.
J. Optim. Theory Appl., June, 2026
J. Simulation, January, 2026
2024
Maximum likelihood recursive state estimation: An incomplete-information based approach.
Autom., 2024
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
2021
Some results on maximum likelihood estimation under the EM algorithm: Asymptotic properties and consistent sandwich estimator of covariance matrix.
CoRR, 2021
A new class of conditional Markov jump processes with regime switching and path dependence: properties and maximum likelihood estimation.
CoRR, 2021
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