Pages that link to "Item:Q2711149"

The following pages link to Fourier-Hermite expansions for nonlinear filtering (Q2711149):

Displaying 10 items.

• Application of nonlinear filtering to credit risk (Q614031) (← links)
• Nonlinear filters approximations by cumulant function expansion: The polynomial case (Q757322) (← links)
• A simulation approach to optimal stopping under partial information (Q1045791) (← links)
• The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems (Q1797078) (← links)
• Optimal Fourier-Hermite expansion for estimation (Q1819462) (← links)
• Comparison of continuity equation and Gaussian mixture model for long-term density propagation using semi-analytical methods (Q2138505) (← links)
• The Hitchhiker's guide to nonlinear filtering (Q2176457) (← links)
• Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise (Q2270879) (← links)
• New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions (Q2426014) (← links)
• (Q5699212) (← links)