Pages that link to "Item:Q4810933"
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The following pages link to Local linearization filters for non-linear continuous-discrete state space models with multiplicative noise (Q4810933):
Displayed 6 items.
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Linear estimation of continuous-discrete linear state space models with multiplicative noise (Q1614846) (← links)
- Computing multiple integrals involving matrix exponentials (Q2469632) (← links)
- Rate of convergence of local linearization schemes for initial-value problems (Q2491023) (← links)
- An Approximate Innovation Method For The Estimation Of Diffusion Processes From Discrete Data (Q3440742) (← links)
- Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps (Q5459919) (← links)