Statistical estimation and nonlinear filtering in environmental pollution
Author:
Funder
Young Scientists Fund of the National Natural Science Foundation of China
National Key R &D Program of China
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11203-023-09303-0.pdf
Reference19 articles.
1. Bishop CM (2006) Pattern recognition and machine learning. Springer-Verlag, Berlin, Heidelberg
2. Brigo D, Hanzon B (1998) On some filtering problems arising in mathematical finance. Insur Math Econ 22:53–64. https://doi.org/10.1016/S0167-6687(98)00008-0
3. Brigo D, Hanzon B, Gland FL (1999) Approximate nonlinear filtering by projection on exponential manifolds of densities. Bernoulli 5:495–534. https://doi.org/10.2307/3318714
4. Budhiraja A, Kushner HJ (1999) Approximation and limit results for nonlinear filters over an infinite time interval. SIAM J Control Opt 37:1946–1979. https://doi.org/10.1137/S0363012997328178
5. Budhiraja A, Kushner HJ (2001) Monte Carlo algorithms and asymptotic problems in nonlinear filtering. In: Stochastics in Finite and Infinite Dimensions, pp 59–87. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0167-0_4
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