Time-reversion of a hybrid state stochastic difference system with a jump-linear smoothing application (Q3482656)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-reversion of a hybrid state stochastic difference system with a jump-linear smoothing application |
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Time-reversion of a hybrid state stochastic difference system with a jump-linear smoothing application (English)
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1990
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stochastic difference equation
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reverse time forms for stochastic equations
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Bayesian estimation
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simulation results
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