Nonlinear filters for hidden Markov models of regime change with fast mean-reverting states (Q4903659)
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scientific article; zbMATH DE number 6128456
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| English | Nonlinear filters for hidden Markov models of regime change with fast mean-reverting states |
scientific article; zbMATH DE number 6128456 |
Statements
Nonlinear Filters for Hidden Markov Models of Regime Change with Fast Mean-Reverting States (English)
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24 January 2013
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filtering
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hidden Markov models
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averaged filter
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homogenization
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ergodic theory
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0.7732937932014465
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0.7520301938056946
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0.7408748269081116
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0.7396252751350403
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