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Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms
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    Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (English)
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    8 May 2012
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    continuous-discrete state space models
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    stochastic differential equations
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    Itô calculus
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    sampling
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    Kalman filtering
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    approximate nonlinear filtering
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    structural equations modeling
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    spatial models
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    random fields
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    stochastic partial differential equations
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