Faculty of Administration and Economics / University of Kerbala has discussed a PhD dissertation that featured Bayes Estimators for some hidden Markov models with application.
The study presented by researcher Ensaf Jassim Mahdi, aims at estimateing parameters of hidden Markov models using bayes estimators.
The study concludes that particle filtering and axillary particle filtering were used to estimate parameters of “CIR” and “ABR” models, as it is found that fluctuations in them are greater than zero, which is the basic condition for estimation.
The study recommended the need to use the “CIR” and “SABR” models for the process of estimating the sale of shares in the Iraqi stock market.
