Optimal filtering and the dual process (Q470059)

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scientific article; zbMATH DE number 6368424
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    Optimal filtering and the dual process
    scientific article; zbMATH DE number 6368424

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      Optimal filtering and the dual process (English)
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      11 November 2014
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      Bayesian conjugacy
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      Cox-Ingersoll-Ross process
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      finite mixture models
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      hidden Markov model
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      Kalman filter
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