Zobrazeno 1 - 6
of 6
pro vyhledávání: '"A. Genon"'
Publikováno v:
Bernoulli, 2004 Aug 01. 10(4), 701-720.
Externí odkaz:
https://www.jstor.org/stable/3318823
Publikováno v:
Bernoulli, 2000 Dec 01. 6(6), 1051-1079.
Externí odkaz:
https://www.jstor.org/stable/3318471
Publikováno v:
Bernoulli, 1999 Oct 01. 5(5), 855-872.
Externí odkaz:
https://www.jstor.org/stable/3318447
Publikováno v:
Bernoulli, 1998 Sep 01. 4(3), 283-303.
Externí odkaz:
https://www.jstor.org/stable/3318718
Publikováno v:
Bernoulli, 2007 May 01. 13(2), 514-543.
Externí odkaz:
https://www.jstor.org/stable/25464888
Publikováno v:
Bernoulli 10, no. 4 (2004), 701-720
We study the properties of a nonlinear model of filtering in discrete time which leads to explicit computations. The signal is a standard AR(1) process, but noises are multiplicative and non-Gaussian. If the initial distribution of the AR(1) process