A Gaussian-generalized inverse Gaussian finite-dimensional filter. (Q1613659)
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scientific article; zbMATH DE number 1792555
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Gaussian-generalized inverse Gaussian finite-dimensional filter. |
scientific article; zbMATH DE number 1792555 |
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A Gaussian-generalized inverse Gaussian finite-dimensional filter. (English)
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29 August 2002
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finite dimensional filter
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generalized hyperbolic distribution
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generalized inverse Gaussian distribution
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stochastic filtering
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stochastic volatility
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