Convergence of the calculation of the innovation process (Q4034470)
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scientific article; zbMATH DE number 167510
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Convergence of the calculation of the innovation process |
scientific article; zbMATH DE number 167510 |
Statements
Convergence of the calculation of the innovation process (English)
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16 May 1993
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Itô stochastic integral
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nonlinear filtering
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innovation process
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0.8022845
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0.8019523
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0.7985744
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