The authors propose quantum and quantum-inspired hidden Markov model estimators for stochastic volatility and claim a quadratic reduction in hidden states, but the theoretical proof and likelihood formulas contain serious gaps.
□ A.3.4 Proof of Theorem 4.2 We apply again the Pythagorean identity, see Csisz´ar (1975)
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On Quantum and Quantum-Inspired Maximum Likelihood Estimation and Filtering of Stochastic Volatility Models
The authors propose quantum and quantum-inspired hidden Markov model estimators for stochastic volatility and claim a quadratic reduction in hidden states, but the theoretical proof and likelihood formulas contain serious gaps.