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People matching "Filtering"
Publications matching "Filtering"
| Publications |
|---|
Stochastic volatility model with filtering
Elliott, Robert; MIao, H, Stochastic Analysis and Applications 24 (661–683) 2006 |
Hidden Markov chain filtering for a jump diffusion model
Wu, P; Elliott, Robert, Stochastic Analysis and Applications 23 (153–163) 2005 |
Risk-sensitive filtering and smoothing for continuous-time Markov processes
Malcolm, William; Elliott, Robert; James, M, IEEE Transactions on Information Theory 51 (1731–1738) 2005 |
Filtering, smoothing and M-ary detection with discrete time poisson observations
Elliott, Robert; Malcolm, William; Aggoun, L, Stochastic Analysis and Applications 23 (939–952) 2005 |
Finite-dimensional filtering and control for continuous-time nonlinear systems
Elliott, Robert; Aggoun, L; Benmerzouga, A, Stochastic Analysis and Applications 22 (499–505) 2005 |
Measure Theory and Filtering: Introduction and Applications
Aggoun, L; Elliott, Robert, (Cambridge University Press) 2004 |
Method of recurrent best estimators of second degree for optimal filtering of random signals
Torokhti, Anatoli; Howlett, P, Signal Processing 83 (1013–1024) 2003 |
Hidden Markov chain filtering for generalised Bessel processes
Elliott, Robert; Platen, E, chapter in Stochastics in Finite and Infinite Dimensions - in honor of Gopinath Kallianpur (Birkhauser) 123–143, 2001 |
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