Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises (Q1805792): Difference between revisions

@@ Property / cites work @@
+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
+Normal rank
@@ Property / cites work @@
+Exact finite-dimensional filters for certain diffusions with nonlinear drift
+Normal rank
@@ Property / cites work @@
+On necessary conditions for the existence of finite-dimensional filters in discrete time
+Normal rank
@@ Property / cites work @@
+Finite dimensional filters for a discrete-time nonlinear system with generalized gaussian white noise
+Normal rank
@@ Property / cites work @@
+Q3946110
@@ Property / cites work: Q3946110 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Properties of Beta and Gamma Distributions
@@ Property / cites work: Some Properties of Beta and Gamma Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic processes and filtering theory
@@ Property / cites work: Stochastic processes and filtering theory / rank @@
+Normal rank
@@ Property / cites work @@
+Local scale models. State space alternative to integraded GARCH processes
+Normal rank
@@ Property / cites work @@
+Q3723549
@@ Property / cites work: Q3723549 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4183969
@@ Property / cites work: Q4183969 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential Family State Space Models Based on a Conjugate Latent Process
+Normal rank