Publisher
Kluwer Academic Publishers
Cited by
3 articles.
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1. PARAMETER ESTIMATION FOR SPDEs WITH MULTIPLICATIVE FRACTIONAL NOISE;Stochastics and Dynamics;2010-12
2. Empirical Identification of Affine Term Structures from Yield Curve Data;Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications;2009-05-05
3. Recursive Parameter Identification for Infinite-dimensional Factor Model by using Particle Filter;Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications;2007-05-05