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Volumn 10, Issue 4, 2004, Pages 701-720
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Random scale perturbation of an AR(1) process and its properties as a nonlinear explicit filter
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Author keywords
Discrete time observations; Filtering; Hidden Markov models; Multiplicative noise; Stability of the filtering algorithm
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Indexed keywords
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EID: 30344458333
PISSN: 13507265
EISSN: None
Source Type: Journal
DOI: 10.3150/bj/1093265637 Document Type: Article |
Times cited : (9)
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References (7)
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