On discrete time ergodic filters with wrong initial data

DOI10.1007/s00440-007-0089-7zbMath1141.60337OpenAlexW3158244566MaRDI QIDQ929372

Alexander Yu. Veretennikov, Marina Kleptsyna

Publication date: 17 June 2008

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-007-0089-7

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic stability in control theory (93E15)

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