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Maximum likelihood estimator for hidden Markov models in continuous time
Chigansky, Pavel - In: Statistical Inference for Stochastic Processes 12 (2009) 2, pp. 139-163
Persistent link: https://www.econbiz.de/10005004376
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L<Superscript>1</Superscript>-convergence of smoothing densities in non-parametric state space models
Monbet, Valérie; Ailliot, Pierre; Marteau, Pierre-François - In: Statistical Inference for Stochastic Processes 11 (2008) 3, pp. 311-325
Persistent link: https://www.econbiz.de/10005169128
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Bayesian Inference via Filtering for a Class of Counting Processes: Application to the Micromovement of Asset Price
Zeng, Yong - In: Statistical Inference for Stochastic Processes 8 (2005) 3, pp. 331-354
Persistent link: https://www.econbiz.de/10005184569
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A branching particle approximation to a filtering micromovement model of asset price
Xiong, Jie; Zeng, Yong - In: Statistical Inference for Stochastic Processes 14 (2011) 2, pp. 111-140
Persistent link: https://www.econbiz.de/10009149864