Asymptotic filtering for finite state Markov chains-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Asymptotic filtering for finite state Markov chains

Published:1996-10 Issue:1 Volume:63 Page:1-10
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Khasminskii Rafail,Zeitouni Ofer

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference5 articles.

1. Large Deviations Techniques and Applications;Dembo,1993

2. On some filtration procedure for jump Markov process observed in white Gaussian noise;Khasminskii;Ann. Statist.,1992

3. Testing Statistical Hypotheses;Lehmann,1986

4. Probability;Shiryayev,1984

5. Some applications of stochastic differential equations to optimal nonlinear filtering;Wonham;SIAM J. Control,1965

Cited by 19 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

1. Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics;SIAM Journal on Control and Optimization;2022-05-26

2. Exponential forgetting of smoothing distributions for pairwise Markov models;Electronic Journal of Probability;2021-01-01

3. Explicit State-Estimation Error Calculations for Flag Hidden Markov Models;IEEE Transactions on Signal Processing;2016-09-01

4. Pseudo-regenerative block-bootstrap for hidden Markov chains;2009 IEEE/SP 15th Workshop on Statistical Signal Processing;2009-08

5. On the entropy of a hidden Markov process;Theoretical Computer Science;2008-05

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP