Using maximum cross section method for filtering jump-diffusion random processes
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Publication:2187855
DOI10.1515/rnam-2020-0005OpenAlexW3031353693MaRDI QIDQ2187855
Konstantin A. Rybakov, Tatiana A. Averina
Publication date: 3 June 2020
Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rnam-2020-0005
estimationfilteringparticle methodstatistical modellingparticle filterstochastic differential equation with jumpsmaximum cross Section method
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