Filtering of stationary Gaussian statistical experiments
Statistics Theory
2020-07-01 v1 Statistics Theory
Abstract
This article proposes a new filtering model for stationary Gaussian Markov statistical experiments, given by diffusion-type difference stochastic equations.
Cite
@article{arxiv.2006.16244,
title = {Filtering of stationary Gaussian statistical experiments},
author = {V. S. Koroliuk and D. Koroliouk},
journal= {arXiv preprint arXiv:2006.16244},
year = {2020}
}
Comments
9 pages, 54 formulas, no figures, 8 refs