Optimal filtering and the dual process (Q470059)
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scientific article; zbMATH DE number 6368424
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal filtering and the dual process |
scientific article; zbMATH DE number 6368424 |
Statements
Optimal filtering and the dual process (English)
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11 November 2014
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Bayesian conjugacy
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Cox-Ingersoll-Ross process
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finite mixture models
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hidden Markov model
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Kalman filter
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