A Gaussian-generalized inverse Gaussian finite-dimensional filter. (Q1613659): Difference between revisions

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+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
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+Processes of normal inverse Gaussian type
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+On necessary conditions for the existence of finite-dimensional filters in discrete time
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+Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises
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+Statistical properties of the generalized inverse Gaussian distribution
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+Publication:1613659