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On the nice behaviour of the Gaussian projection filter with small observation noise
Brigo, Damiano
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1995
Persistent link: https://www.econbiz.de/10000910433
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New developments on the Gaussian Projection Filter with small observation noise
Brigo, Damiano
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1996
Persistent link: https://www.econbiz.de/10000929725
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On the relationship between assumed density filters and projection filters
Brigo, Damiano
;
Hanzon, Bernard
;
Gland, François le
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1996
Persistent link: https://www.econbiz.de/10000927898
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