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Revision as of 07:09, 29 February 2024

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