The innovations problem

MaRDI QIDQ3015752zbMATHFDO

Authors Andrew J. Heunis

Publication date 13 July 2011

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)

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Cited in

(9)

• Innovations and Wold decompositions of stable sequences
• The problem of technological barriers
• Bayesian inference for nonlinear structural time series models
• The direction of innovation
• Mixed Gaussian processes: a filtering approach
• scientific article; zbMATH DE number 7640987 (Why is no real title available?)
• Characterizing innovations realizations for random processes
• The Burden of Knowledge and the “Death of the Renaissance Man”: Is Innovation Getting Harder?
• Construction of the innovation process in a filtering problem of partially observable diffusion type

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