On Filtering, Interpolation and Extrapolation of Semimartingales (Q3680004)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Filtering, Interpolation and Extrapolation of Semimartingales |
scientific article |
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On Filtering, Interpolation and Extrapolation of Semimartingales (English)
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1982
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mean square optimal estimate
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multivariate point process
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semimartingale
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