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Budhi Arta Surya
ORCID
Publication Activity (10 Years)
Years Active: 2007-2023
Publications (10 Years): 3
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CoRR
J. Multivar. Anal.
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Publications
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Budhi Arta Surya
Maximum likelihood smoothing estimation in state-space models: An incomplete-information based approach.
CoRR
(2023)
Budhi Arta Surya
Maximum likelihood recursive state estimation in state-space models: A new approach based on statistical analysis of incomplete data.
CoRR
(2022)
Budhi Arta Surya
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path.
J. Multivar. Anal.
191 (2022)
Budhi Arta Surya
Two-dimensional Hull-White model for stochastic volatility and its nonlinear filtering estimation.
ICCS
(2011)
Budhi Arta Surya
,
R. Aswin Rahadi
,
Ruben Juliarto
Optimal investment and consumption strategies for small investor using Bellman's principle of optimality.
ICEEI
(2011)
Andreas E. Kyprianou
,
Budhi Arta Surya
Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels.
Finance Stochastics
11 (1) (2007)