Filtering and parameter estimation for a jump stochastic process with discrete observations.

Makhnin, Oleg V.. "Filtering and parameter estimation for a jump stochastic process with discrete observations.." Electronic Communications in Probability [electronic only] 13 (2008): 210-224. <http://eudml.org/doc/228744>.

@article{Makhnin2008,
author = {Makhnin, Oleg V.},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {nonlinear filtering; Kalman filter; particle filtering; jump processes; target tracking},
language = {eng},
pages = {210-224},
publisher = {University of Washington},
title = {Filtering and parameter estimation for a jump stochastic process with discrete observations.},
url = {http://eudml.org/doc/228744},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Makhnin, Oleg V.
TI - Filtering and parameter estimation for a jump stochastic process with discrete observations.
JO - Electronic Communications in Probability [electronic only]
PY - 2008
PB - University of Washington
VL - 13
SP - 210
EP - 224
LA - eng
KW - nonlinear filtering; Kalman filter; particle filtering; jump processes; target tracking
UR - http://eudml.org/doc/228744
ER -