Pages that link to "Item:Q4506764"
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The following pages link to New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models (Q4506764):
Displaying 22 items.
- Optimal mean-square state and parameter estimation for stochastic linear systems with Poisson noises (Q454929) (← links)
- Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
- Optimal filtering over linear observations with unknown parameters (Q602665) (← links)
- Recursive estimation and identification of time-varying long-term fading channels (Q983381) (← links)
- A Zakai equation derivation of the extended Kalman filter (Q987630) (← links)
- Parameter estimation in commodity markets: a filtering approach (Q1027370) (← links)
- Reproducing Gaussian densities and linear Gaussian detection (Q1575230) (← links)
- Putting a price tag on temperature (Q1616809) (← links)
- Mean-square filtering for uncertain linear stochastic systems (Q1957769) (← links)
- Online estimation for a predictive analytics platform with a financial-stability-analysis application (Q2220080) (← links)
- Sliding mode state and parameter identification for linear stochastic systems (Q2410753) (← links)
- Adaptive signal processing of asset price dynamics with predictability analysis (Q2465971) (← links)
- A hidden Markov model of credit quality (Q2654428) (← links)
- CREDIT RISK AND INCOMPLETE INFORMATION: FILTERING AND EM PARAMETER ESTIMATION (Q2786032) (← links)
- Mean-square state and parameter estimation for stochastic linear systems with Gaussian and Poisson noises (Q2817112) (← links)
- Joint state and parameter estimation for uncertain stochastic nonlinear polynomial systems (Q2872535) (← links)
- Double-stepped adaptive control for hybrid systems with unknown Markov jumps and stochastic noises (Q3643511) (← links)
- A pairs trading strategy based on linear state space models and the Kalman filter (Q4554227) (← links)
- Estimating a regime switching pairs trading model (Q4554469) (← links)
- An automated financial indices-processing scheme for classifying market liquidity regimes (Q5020784) (← links)
- Pairs trading (Q5711166) (← links)
- Calibrating the Gaussian multi-target tracking model (Q5963731) (← links)
