Pages that link to "Item:Q1932741"
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The following pages link to Kalman type filter under stationary noises (Q1932741):
Displaying 5 items.
- Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise (Q2194049) (← links)
- Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915) (← links)
- Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory (Q2325371) (← links)
- Delta-hedging in fractional volatility models (Q2694770) (← links)
- Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise (Q6192221) (← links)
