Nonlinear filtering with correlated Lévy noise characterized by copulas
Publikationen: Beitrag in Fachzeitschrift › Artikel › Forschung › (peer-reviewed)
Standard
in: Brazilian Journal of Probability and Statistics, Jahrgang 32, Nr. 2, 2018, S. 250-274.
Publikationen: Beitrag in Fachzeitschrift › Artikel › Forschung › (peer-reviewed)
Harvard
APA
Vancouver
Author
Bibtex - Download
}
RIS (suitable for import to EndNote) - Download
TY - JOUR
T1 - Nonlinear filtering with correlated Lévy noise characterized by copulas
AU - Hausenblas, Erika
AU - Fernando, Bandhisattambige Pani Wishvamithra
PY - 2018
Y1 - 2018
UR - https://projecteuclid.org/euclid.bjps/1523952020
U2 - 10.1214/16-BJPS347
DO - 10.1214/16-BJPS347
M3 - Article
VL - 32
SP - 250
EP - 274
JO - Brazilian Journal of Probability and Statistics
JF - Brazilian Journal of Probability and Statistics
SN - 0103-0752
IS - 2
ER -