Nonlinear filtering with correlated Lévy noise characterized by copulas

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Begutachtung

Originalsprache	Englisch
Seiten (von - bis)	250-274
Seitenumfang	24
Fachzeitschrift	Brazilian Journal of Probability and Statistics
Jahrgang	32
Ausgabenummer	2
DOIs	https://doi.org/10.1214/16-BJPS347
Publikationsstatus	Veröffentlicht - 2018

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title = "Nonlinear filtering with correlated L{\'e}vy noise characterized by copulas",

author = "Erika Hausenblas and Fernando, \{Bandhisattambige Pani Wishvamithra\}",

year = "2018",

doi = "10.1214/16-BJPS347",

language = "English",

volume = "32",

pages = "250--274",

journal = "Brazilian Journal of Probability and Statistics",

issn = "0103-0752",

publisher = "Associacao Brasileira de Estatistica",

number = "2",

}

TY - JOUR

T1 - Nonlinear filtering with correlated Lévy noise characterized by copulas

AU - Hausenblas, Erika

AU - Fernando, Bandhisattambige Pani Wishvamithra

PY - 2018

Y1 - 2018

UR - https://projecteuclid.org/euclid.bjps/1523952020

U2 - 10.1214/16-BJPS347

DO - 10.1214/16-BJPS347

M3 - Article

SN - 0103-0752

VL - 32

SP - 250

EP - 274

JO - Brazilian Journal of Probability and Statistics

JF - Brazilian Journal of Probability and Statistics

IS - 2

ER -