On Filtering, Interpolation and Extrapolation of Semimartingales (Q3680004)
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scientific article; zbMATH DE number 3901747
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On Filtering, Interpolation and Extrapolation of Semimartingales |
scientific article; zbMATH DE number 3901747 |
Statements
On Filtering, Interpolation and Extrapolation of Semimartingales (English)
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1982
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mean square optimal estimate
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multivariate point process
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semimartingale
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0.784652829170227
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0.7799566984176636
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