A non-linear explicit filter

Statistics and Probability Letters

Volumn 61, Issue 2, 2003, Pages 145-154

  Genon Catalot, Valentine ^a  

^a UNIVERSITÉ PARIS DESCARTES   (France)

Author keywords

Discrete time observations; Filtering; Hidden Markov models; Prior and posterior distributions

Indexed keywords

EID: 0037438001     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00344-9     Document Type: Article

References (9)

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