The bivariate distribution of a median smoothed Markov chain
DOI10.1016/0016-0032(82)90072-2zbMath0482.62088OpenAlexW1990205816WikidataQ126471607 ScholiaQ126471607MaRDI QIDQ1162783
Federico Kuhlmann, Gary L. Wise
Publication date: 1982
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0016-0032(82)90072-2
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14) Probabilistic methods, stochastic differential equations (65C99)
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