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暨南大学经济讲坛-统计学系学术讲座Stochastic filtering and optimal control(II)
11 个回复 - 1697 次查看主题：Stochastic filtering and optimal control(II) 地点：经济学院1062013-12-25 23:45 - Toyotomi - 暨南大学经济学院

[随机滤波基础]Fundamentals of Stochastic Filtering
8 个回复 - 1566 次查看 ReviewFrom the reviews: “This book provides a rigorous mathematical treatment of the nonlinear stochastic filtering problem with particular emphasis on numerical methods. … The text is essentially ...2015-4-20 14:29 - lasgpope - 量化投资

Stochastic Calculus, Filtering, and Stochastic Control
1 个回复 - 1824 次查看 1 Review of Probability Theory 18 1.1 Probability spaces and events . . . . . . . . . . . . . . . . . . . . . . 19 1.2 Some elementary properties . . . . . . . . . . . . . . . . . . . . . . 22 1.3 ...2010-8-21 17:16 - mathmli - 经济金融数学专区

Stochastic Dynamics, Filtering and Optimization
3 个回复 - 733 次查看【作者(必填)】Debasish Roy, Indian Institute of Science, Bangalore , G. Visweswara Rao 【文题(必填)】Stochastic Dynamics, Filtering and Optimization 【年份(必填)】2017 【全文链接或数据库名称( ...2018-11-4 08:13 - nivastuli - 求助成功区

09Springer新书-Fundamentals of Stochastic Filtering-Alan Bain
4 个回复 - 3129 次查看 Alan Bain · Dan Crisan Fundamentals of Stochastic Filtering Alan Bain BNP Paribas 10 Harewood Av London NW1 6AA United Kingdom Dan Crisan Department of Mathematics Imperial College London ...2010-7-12 09:57 - ningshisan - 计量经济学与统计软件

Two books about Stochastic Filtering Theory
1 个回复 - 979 次查看 Stochastic Filtering Theory by Gopinath Kallianpur ISBN 978-0-387-90445-0 Springer, 1980 This book is based on a seminar given at the University of California at Los Angeles in the ...2019-2-13 00:43 - SleepyTom - 金融工程（数量金融）与金融衍生品

A filtering process to remove the stochastic component from intraday volaility
2 个回复 - 726 次查看【作者(必填)]Cho J H, Daigler R T 【文题(必填)】A filtering process to remove the stochastic component from intraday volaility 【年份(必填)】2014 【全文链接或数据库名称(选填)】2016-7-20 10:49 - 三世相思2013 - 求助成功区

Stochastic Filtering Theory
1 个回复 - 1120 次查看【作者(必填)】Gopinath Kallianpur 【文题(必填)】Stochastic Filtering Theory 【年份(必填)】1980 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007/978-1-4757-6592-2 求助链接 ...2016-6-19 05:17 - violinangel - 求助成功区

求Parameter estimation and optimal filtering for fractional type stochastic syst
3 个回复 - 522 次查看【作者(必填)】M. L. Kleptsyna, A. Le Breton, M. C. Roubaud, 【文题(必填)】Parameter estimation and optimal filteringfor fractional type stochastic systems. 【年份(必填)】2000 【全文链接或数 ...2016-5-23 11:11 - weilinhy - 求助成功区

Optimal Linear Filtering for Stochastic Descriptor Systems with Unknown Inputs
0 个回复 - 1049 次查看【作者(必填)】Chien-Shu Hsieh 【文题(必填)】Optimal Linear Filtering for Stochastic Descriptor Systems with Unknown Inputs 【年份(必填)】 2011 【全文链接或数据库名称(选填)】http://www.actapress. ...2013-4-8 09:14 - lianghongjing - 文献求助专区

Stochastic Filtering With Applications in Finance
4 个回复 - 1506 次查看 Stochastic Filtering With Applications in Finance Ramaprasad Bhar (Author) Publication Date: August 19, 2010 | ISBN-10: 9814304859 | ISBN-13: 978-9814304856 This book provides a comprehensiv ...2012-5-27 11:02 - martinnyj - 金融学（理论版）

Linear filtering for asymetric stochastic volotility models
3 个回复 - 871 次查看【作者(必填)】Chris Kirby 【文题(必填)】Linear filtering for asymmetric stochastic volatility models 【年份(必填)】2006 【全文链接或数据库名称(选填)】Economics Letters2012-12-29 08:22 - q82h2 - 求助成功区

08年新书-An Introduction to Stochastic Filtering Theory
2 个回复 - 1959 次查看 An Introduction to Stochastic Filtering Theory Jie Xiong Department of Mathematics University of Tennessee Knoxville, TN 37996-1300, USA Contents 1 Introduction 1 1.1 Examples 1 1.2 Basic ...2010-7-12 09:30 - ningshisan - 计量经济学与统计软件

Discrete Stochastic Processes and Optimal Filtering
4 个回复 - 1931 次查看作者：Jean-Claude Bertein & Roger Ceschi Table of Contents Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xi Introduction. . . . . . . . . . . . . ...2009-12-28 01:29 - rivergw - 金融学（理论版）

Stochastic Calculus and Stochastic Filtering
1 个回复 - 1247 次查看 Stochastic Calculus and Stochastic Filtering2009-8-31 10:16 - mathmli - 计量经济学与统计软件

Estimation of Stochastic Volatility Models by Nonparametric Filtering-随机波动率...
0 个回复 - 143 次查看 2004-11-6 08:35 - 企业转型838 - Forum

Estimation of Stochastic Volatility Models by Nonparametric Filtering
0 个回复 - 659 次查看 2004-11-5 10:41 - 后向一体化381 - Forum

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