Using maximum cross section method for filtering jump-diffusion random processes (Q2187855)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using maximum cross section method for filtering jump-diffusion random processes |
scientific article |
Statements
Using maximum cross section method for filtering jump-diffusion random processes (English)
0 references
3 June 2020
0 references
stochastic differential equation with jumps
0 references
statistical modelling
0 references
maximum cross Section method
0 references
estimation
0 references
filtering
0 references
particle method
0 references
particle filter
0 references
0 references
0 references
