A quadratic Kalman filter (Q494365)

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A quadratic Kalman filter
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    Statements

    title
    A quadratic Kalman filter (English)
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    author
    Alain Monfort
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    Jean-Paul Renne
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    Guillaume Roussellet
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    publication date
    1 September 2015
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    zbMATH Keywords
    nonlinear filtering
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    nonlinear smoothing
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    quadratic model
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    Kalman filter
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    quasi maximum likelihood
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    60J35
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    93E11
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    zbMATH DE Number
    6477236
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