Time-reversion of a hybrid state stochastic difference system with a jump-linear smoothing application (Q3482656)
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scientific article; zbMATH DE number 4153621
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| English | Time-reversion of a hybrid state stochastic difference system with a jump-linear smoothing application |
scientific article; zbMATH DE number 4153621 |
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Time-reversion of a hybrid state stochastic difference system with a jump-linear smoothing application (English)
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1990
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stochastic difference equation
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reverse time forms for stochastic equations
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Bayesian estimation
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simulation results
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0.7666494846343994
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0.7518707513809204
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0.7368558049201965
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