Optimal linear filtration of a doubly stochastic process

DOI10.1023/A:1020570805676zbMath1063.91500OpenAlexW134746199MaRDI QIDQ1780052

E. E. Sotnikova, A. F. Terpugov

Publication date: 7 June 2005

Published in: Russian Physics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1020570805676

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Statistical methods; economic indices and measures (91B82)

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