Invariant Conditional Distributions

DOI10.1214/AOMS/1177700057MaRDI QIDQ5518922zbMATH OpenOpenAlexFDO

Authors John Bather

Publication date 1965

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177700057

zbMATH Keywords

probability theory

Cited in

(10)

• Local scale models. State space alternative to integraded GARCH processes
• Filtering and tracking survival propensity (reconsidering the foundations of reliability)
• Distributional Kalman filters for Bayesian forecasting and closed form recurrences
• A RELIABILITY-CONSTRAINED SOFTWARE RELEASE POLICY USING A NON-GAUSSIAN KALMAN FILTER MODEL
• Finite dimensional filter systems in discrete time
• Discrete time filters for doubly stochastic poisson processes and other exponential noise models
• APPROXIMATE FILTERING OF PARAMETER DRIVEN PROCESSES
• scientific article; zbMATH DE number 7750679 (Why is no real title available?)
• Kalman filtering and sequential Bayesian analysis
• When is a sequence of sufficient \(\sigma\)-algebras a filter system?

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