Exact filtering for partially observed continuous time models-Reference-Cited by-同舟云学术

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Exact filtering for partially observed continuous time models

Published:2004-08 Issue:3 Volume:66 Page:771-789
ISSN:1369-7412
Container-title:Journal of the Royal Statistical Society: Series B (Statistical Methodology)
language:en
Short-container-title:J Royal Statistical Soc B

Author:

Fearnhead Paul,Meligkotsidou Loukia

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9868.2004.05561.x/fullpdf

Reference32 articles.

1. A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains

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