Using maximum cross section method for filtering jump-diffusion random processes (Q2187855)

From MaRDI portal
Revision as of 01:32, 2 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Using maximum cross section method for filtering jump-diffusion random processes
scientific article

    Statements

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

    Identifiers