The bivariate distribution of a median smoothed Markov chain
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Publication:1162783
DOI10.1016/0016-0032(82)90072-2zbMath0482.62088MaRDI QIDQ1162783
Gary L. Wise, Federico Kuhlmann
Publication date: 1982
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0016-0032(82)90072-2
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E15: Exact distribution theory in statistics
93E11: Filtering in stochastic control theory
93E14: Data smoothing in stochastic control theory
65C99: Probabilistic methods, stochastic differential equations
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