Filtering of stationary Gaussian statistical experiments

DOI10.1007/S10958-020-04722-3zbMath1455.60057arXiv2006.16244OpenAlexW4285706016MaRDI QIDQ2202619

Vladimir S. Korolyuk, Dmytro Volodymyrovych Koroliouk

Publication date: 29 September 2020

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.16244

zbMATH Keywords

filtering errordifference stochastic equationfiltering equationstatistical estimatesdiscrete Markov diffusion

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10)

Cites Work

• Filtration of stationary Gaussian statistical experiments
• Two component binary statistical experiments with persistent linear regression
• Unnamed Item

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