The innovations problem

zbMATH Open1225.93104MaRDI QIDQ3015752FDOQ3015752

Authors: Andrew J. Heunis 

Publication date: 13 July 2011

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zbMATH Keywords

stochastic differential equationinnovations conjectureinnovations approach to filtering and estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cited In (9)

• Title not available (Why is that?)
• The problem of technological barriers
• Characterizing innovations realizations for random processes
• Construction of the innovation process in a filtering problem of partially observable diffusion type
• The Burden of Knowledge and the “Death of the Renaissance Man”: Is Innovation Getting Harder?
• Mixed Gaussian processes: a filtering approach
• Innovations and Wold decompositions of stable sequences
• The direction of innovation
• Bayesian inference for nonlinear structural time series models

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