Nonlinear filtering with correlated Lévy noise characterized by copulas
Research output: Contribution to journal › Article › Research › peer-review
Authors
Organisational units
Details
Original language | English |
---|---|
Pages (from-to) | 250-274 |
Number of pages | 24 |
Journal | Brazilian Journal of Probability and Statistics |
Volume | 32 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2018 |