Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals (Q4409372)
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scientific article; zbMATH DE number 1942840
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| English | Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals |
scientific article; zbMATH DE number 1942840 |
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Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals (English)
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23 November 2003
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filtering
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continuous-discrete state space models
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Monte Carlo simulations
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Fokker-Planck equation
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kernel density estimates
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extended Kalman filter
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functional integral filter
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Gaussian sum filter
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Ginzburg-Landau equation
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stochastic volatility models
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0.7814441323280334
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0.7700858116149902
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0.7680277228355408
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