Nonlinear filtering with correlated Lévy noise characterized by copulas

Erika Hausenblas, Bandhisattambige Pani Wishvamithra Fernando

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}",

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AU - Hausenblas, Erika

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