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Sieve-based maximum likelihood estimator for almost periodic stochastic process models
Sieve-based maximum likelihood estimator almost periodic stochastic process models
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2009/9/23
Sieve-based maximum likelihood estimator for almost periodic stochastic process models。
Filtering and parameter estimation for a jump stochastic process with discrete observations
Filtering parameter estimation discrete observations
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2009/3/19
A compound Poisson process is considered. We estimate the current position of the stochastic process based on past discrete-time observations (non-linear discrete filtering problem) in Bayesian settin...