Nonlinear filtering with correlated Lévy noise characterized by copulas

Erika Hausenblas, Bandhisattambige Pani Wishvamithra Fernando

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	250-274
Number of pages	24
Journal	Brazilian Journal of Probability and Statistics
Volume	32
Issue number	2
DOIs	https://doi.org/10.1214/16-BJPS347
Publication status	Published - 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",

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publisher = "Associacao Brasileira de Estatistica",

number = "2",

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T1 - Nonlinear filtering with correlated Lévy noise characterized by copulas

AU - Hausenblas, Erika

AU - Fernando, Bandhisattambige Pani Wishvamithra

PY - 2018

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

U2 - 10.1214/16-BJPS347

DO - 10.1214/16-BJPS347

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SN - 0103-0752

VL - 32

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JO - Brazilian Journal of Probability and Statistics

JF - Brazilian Journal of Probability and Statistics

IS - 2

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