Optimal linear filtration of a doubly stochastic process

DOI10.1023/A:1020570805676MaRDI QIDQ1780052zbMATH OpenOpenAlexFDO

Authors E. E. Sotnikova, A. F. Terpugov

Publication date 7 June 2005

Published in Russian Physics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1020570805676

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Microeconomic theory (price theory and economic markets) (91B24)

Cited in

(4)

• Optimal filtering of doubly stochastic auto-regressive processes
• scientific article; zbMATH DE number 273050 (Why is no real title available?)
• Linear filtration of stochastic processes with measurements at random times
• scientific article; zbMATH DE number 4003164 (Why is no real title available?)

This page was built for publication: Optimal linear filtration of a doubly stochastic process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1780052)