Nonlinear filtering for jump-diffusions (Q2433774): Difference between revisions

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+Filtering of a Markov jump process with counting observations
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+Q3958365
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+Q3966020
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+On measure transformations for combined filtering and parameter estimation in discrete time
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+A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA
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+Q3992729
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+Q3908216
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+Q5591841
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+Robustness and convergence of approximations to nonlinear filters for jump-diffusions
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+Q4004190
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+Q4139359
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+Risk sensitive filtering with Poisson process observations
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+Q3996259
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