Pages that link to "Item:Q689167"

The following pages link to A generalization of the Kalman filter to models with infinite variance (Q689167):

Displaying 13 items.

• Optimal linear filtering for systems of stochastic differential equations with Poisson perturbations (Q380653) (← links)
• A simple proof for the Kalman-Bucy smoothed estimate formula (Q689529) (← links)
• On the stochastic linear regulator problem for systems with infinite invariance (Q1315954) (← links)
• Modèles de Markov triplet et filtrage de Kalman (Triplet Markov models and Kalman filtering) (Q1417121) (← links)
• SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation (Q2223799) (← links)
• Smoothing and Filtering with a Class of Outer Measures (Q3176247) (← links)
• The Kalman-Bucy filter for integrable Lévy processes with infinite second moment (Q3449922) (← links)
• (Q3718600) (← links)
• A Generalization of the Kalman Filter for Models With State-Dependent Observation Variance (Q3782627) (← links)
• A Note on the Filtering for Some Time Series Models (Q4677020) (← links)
• (Q4876857) (← links)
• Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space (Q5564796) (← links)
• The Kalman-Lévy filter (Q5942848) (← links)