Funder
King Abdullah University of Science and Technology
Publisher
Springer Science and Business Media LLC
Subject
Computational Theory and Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability,Theoretical Computer Science
Reference40 articles.
1. Arapostathis, A., Marcus, S.I.: Analysis of an identification algorithm arising in the adaptive estimation of Markov chains. Math. Control Signals Syst. 3, 1–29 (1990)
2. Bain, A., Crisan, D.: Fundamentals of Stochastic Filtering. Springer, New York (2009)
3. Beskos, A., Crisan, D., Jasra, A., Kantas, N., Ruzayqat, H.: Score-based parameter estimation for a class of continuous-time state space models. SIAM J. Sci. Comput. (to appear) (2021)
4. Bhar, R.: Stochastic Filtering with Applications in Finance. World Scientific (2010)
5. Bishop, A.N., Del Moral, P.: On the mathematical theory of ensemble (linear-gaussian) Kalman–Bucy filtering. arXiv preprint arXiv:2006.08843 (2020)
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献