scientific article; zbMATH DE number 3835197

MaRDI QIDQ3040375zbMATH OpenFDO

Authors V. M. Khametov, Anatoly I. Yashin

Publication date 1983

zbMATH Keywords

filteringinterpolation problemjump processesmultivariate point processforward equationsbackward equationsconditionally-Gaussian case

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

Cited in

(1)

• Effects of unobserved and partially observed covariate processes on system failure: A review of models and estimation strategies

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