Filtering methods

MaRDI QIDQ3112469zbMATH OpenFDO

Authors Andras Fulop

Publication date 10 January 2012

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Statistical methods; risk measures (91G70) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Recommendations

• Particle Filtering
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Cited in

(9)

• scientific article; zbMATH DE number 42033 (Why is no real title available?)
• Particle Filtering
• Sequential Monte Carlo methods for filtering of unobservable components of multidimensional diffusion Markov processes
• Evidence Filtering
• scientific article; zbMATH DE number 3855095 (Why is no real title available?)
• scientific article; zbMATH DE number 3898615 (Why is no real title available?)
• Sequentially adaptive Bayesian learning algorithms for inference and optimization
• F-boxes for filtering
• Application of filtering methods in asset pricing

Describes a project that uses

Uses Software

• Matlab

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