Using maximum cross section method for filtering jump-diffusion random processes (Q2187855)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using maximum cross section method for filtering jump-diffusion random processes |
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Using maximum cross section method for filtering jump-diffusion random processes (English)
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3 June 2020
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stochastic differential equation with jumps
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statistical modelling
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maximum cross Section method
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estimation
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filtering
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particle method
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particle filter
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