Using maximum cross section method for filtering jump-diffusion random processes (Q2187855): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q1741995
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Tatiana A. Averina / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1515/rnam-2020-0005 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3031353693 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3161991 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4836694 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical analysis of diffusion systems with invariants / rank
 
Normal rank
Property / cites work
 
Property / cites work: Algorithms for exact and approximate statistical simulation of Poisson ensembles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving approximately a prediction problem for stochastic jump-diffusion systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fundamentals of stochastic filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditionally minimax nonlinear filter and unscented Kalman filter: empirical analysis and comparison / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact simulation of jump-diffusion processes with Monte Carlo applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear Filtering for Jump Diffusion Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact simulation problems for jump-diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5424096 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On lie algebras and finite dimensional filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic processes and filtering theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ornstein–Uhlenbeck Processes and Extensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The maximal section algorithm in the Monte Carlo method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parallel realization of statistical simulation and random number generators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical solution of stochastic differential equations with jumps in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear filtering for jump-diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2790509 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal continuous-discrete nonlinear finite memory filter with discrete predictions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous finite-dimensional locally optimal filtering of jump diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2849820 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of stochastic differential equations with jumps and applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pugachev's filters for complex information processing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4778208 / rank
 
Normal rank

Latest revision as of 20:56, 22 July 2024

scientific article
Language Label Description Also known as
English
Using maximum cross section method for filtering jump-diffusion random processes
scientific article

    Statements

    Using maximum cross section method for filtering jump-diffusion random processes (English)
    0 references
    0 references
    0 references
    3 June 2020
    0 references
    0 references
    stochastic differential equation with jumps
    0 references
    statistical modelling
    0 references
    maximum cross Section method
    0 references
    estimation
    0 references
    filtering
    0 references
    particle method
    0 references
    particle filter
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references