scientific article; zbMATH DE number 3793832
From MaRDI portal
Publication:4739707
Cited in
(8)- Optimal control in wide-sense stationary continuous-time stochastic models
- Controlled diffusion models for optimal dividend pay-out
- Signal extraction for nonstationary time series with diverse sampling rules
- Entropy-minimising and risk-sensitive control rules
- Computing the mean square error of unobserved components extracted by misspecified time series models
- David George Kendall and Applied Probability
- The ARMA model in state space form
- Computing observation weights for signal extraction and filtering
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4739707)