Free Access
| Issue |
ESAIM: PS
Volume 13, January 2009
|
|
|---|---|---|
| Page(s) | 197 - 217 | |
| DOI | https://doi.org/10.1051/ps:2008006 | |
| Published online | 11 June 2009 | |
- O. Cappé, E. Moulines and T. Rydèn, Inference in hidden Markov models. Springer (2005). [Google Scholar]
- M. Chaleyat-Maurel and V. Genon-Catalot, Computable infinite-dimensional filters with applications to discretized diffusion processes. Stoch. Process. Appl. 116 (2006) 1447–1467. [Google Scholar]
- F. Comte, V. Genon-Catalot and M. Kessler, Multiplicative Kalman filtering, Pré-publication 2007-16, MAP5, Laboratoire de Mathématiques Appliquées de Paris Descartes, submitted (2007). [Google Scholar]
- V. Genon-Catalot, A non-linear explicit filter. Statist. Probab. Lett. 61 (2003) 145–154. [CrossRef] [MathSciNet] [Google Scholar]
- V. Genon-Catalot and M. Kessler, Random scale perturbation of an AR(1) process and its properties as a nonlinear explicit filter. Bernoulli (10) (2004) 701–720. [Google Scholar]
- S. Karlin and H.M. Taylor, A Second Course in Stochastic Processes. Academic Press (1981). [Google Scholar]
- N.N. Lebedev, Special functions and their applications. Dover publications, Inc. (1972). [Google Scholar]
- A. Nikiforov and V. Ouvarov, Fonctions spéciales de la physique mathématique. Editions Mir, Moscou (1983). [Google Scholar]
- W. Runggaldier and F. Spizzichino, Sufficient conditions for finite dimensionality of filters in discrete time: A Laplace transform-based approach. Bernoulli 7 (2001) 211–221. [CrossRef] [MathSciNet] [Google Scholar]
- G. Sawitzki, Finite dimensional filter systems in discrete time. Stochastics 5 (1981) 107–114. [MathSciNet] [Google Scholar]
- T. Wai-Yuan, Stochastic models with applications to genetics, cancers, AIDS and other biomedical systems. Series on Concrete and Applicable Mathematics, Vol. 4. World Scientific (2002). [Google Scholar]
- M. West and J. Harrison, Bayesian forecasting and dynamic models. Springer Series in Statistics, second edition. Springer (1997). [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.