Filtering and parameter estimation for a jump stochastic process with discrete observations.
Makhnin, Oleg V.
Electronic Communications in Probability [electronic only], Tome 13 (2008), p. 210-224 / Harvested from The Electronic Library of Mathematics
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Publié le : 2008-01-01
EUDML-ID : urn:eudml:doc:228744 
@article{05636403,
     title = {Filtering and parameter estimation for a jump stochastic process with discrete observations.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {13},
     year = {2008},
     pages = {210-224},
     zbl = {1231.62171},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636403}
}

Makhnin, Oleg V. Filtering and parameter estimation for a jump stochastic process with discrete observations.. Electronic Communications in Probability [electronic only], Tome 13 (2008) pp. 210-224. http://gdmltest.u-ga.fr/item/05636403/