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Results:
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Results: 4
The Monte-Carlo method for filtering with discrete-time observations
Authors:
Del Moral, P Jacod, J Protter, P
Citation:
P. Del Moral et al., The Monte-Carlo method for filtering with discrete-time observations, PROB TH REL, 120(3), 2001, pp. 346-368
Interacting particle filtering with discrete-time observations: Asymptoticbehaviour in the Gaussian case
Authors:
Del Moral, P Jacod, J
Citation:
P. Del Moral et J. Jacod, Interacting particle filtering with discrete-time observations: Asymptoticbehaviour in the Gaussian case, TRENDS MATH, 2001, pp. 101-122
Non-parametric kernel estimation of the coefficient of a diffusion
Authors:
Jacod, J
Citation:
J. Jacod, Non-parametric kernel estimation of the coefficient of a diffusion, SC J STAT, 27(1), 2000, pp. 83-96
Explicit form and robustness of martingale representations
Authors:
Jacod, J Meleard, S Protter, P
Citation:
J. Jacod et al., Explicit form and robustness of martingale representations, ANN PROBAB, 28(4), 2000, pp. 1747-1780
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