Nonlinear filtering with correlated Lévy noise characterized by copulas
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Nonlinear filtering with correlated Lévy noise characterized by copulas. / Hausenblas, Erika; Fernando, Bandhisattambige Pani Wishvamithra.
In: Brazilian Journal of Probability and Statistics, Vol. 32, No. 2, 2018, p. 250-274.
In: Brazilian Journal of Probability and Statistics, Vol. 32, No. 2, 2018, p. 250-274.
Research output: Contribution to journal › Article › Research › peer-review
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Hausenblas E, Fernando BPW. Nonlinear filtering with correlated Lévy noise characterized by copulas. Brazilian Journal of Probability and Statistics. 2018;32(2):250-274. doi: 10.1214/16-BJPS347
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Bibtex - Download
@article{0d184ec21f8647a8b2f8ccab4c5ae205,
title = "Nonlinear filtering with correlated L{\'e}vy noise characterized by copulas",
author = "Erika Hausenblas and Fernando, {Bandhisattambige Pani Wishvamithra}",
year = "2018",
doi = "10.1214/16-BJPS347",
language = "English",
volume = "32",
pages = "250--274",
journal = "Brazilian Journal of Probability and Statistics",
issn = "0103-0752",
publisher = "Associacao Brasileira de Estatistica",
number = "2",
}
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 -
