"Nonlinear Filters for Hidden Markov Models of Regime Change with Fast ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Andrew Papanicolaou (2012)

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DOI: 10.1137/110819937

access: closed

type: Journal Article

metadata version: 2022-10-02

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Andrew Papanicolaou:
Nonlinear Filters for Hidden Markov Models of Regime Change with Fast Mean-Reverting States. Multiscale Model. Simul. 10(3): 906-935 (2012)

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