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Filtering partially observable diffusions up to the exit time from a domainKRYLOV, N. V; TENG WANG.Stochastic processes and their applications. 2011, Vol 121, Num 8, pp 1785-1815, issn 0304-4149, 31 p.Article

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ITERATED FILTERINGIONIDES, Edward L; BHADRA, Anindya; ATCHADE, Yves et al.Annals of statistics. 2011, Vol 39, Num 3, pp 1776-1802, issn 0090-5364, 27 p.Article

Autoregressive frequency detection using Regularized Least SquaresBEI CHEN; GEL, Yulia R.Journal of multivariate analysis. 2010, Vol 101, Num 7, pp 1712-1727, issn 0047-259X, 16 p.Article

Dimensional reduction in nonlinear filteringPARK, J. H; SOWERS, R. B; SRI NAMACHCHIVAYA, N et al.Nonlinearity (Bristol. Print). 2010, Vol 23, Num 2, pp 305-324, issn 0951-7715, 20 p.Article

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Random-weight particle filtering of continuous time processesFEARNHEAD, Paul; PAPASPILIOPOULOS, Omiros; ROBERTS, Gareth O et al.Journal of the Royal Statistical Society. Series B, statistical methodology. 2010, Vol 72, pp 497-512, issn 1369-7412, 16 p., 4Article

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Forgetting the initial distribution for Hidden Markov ModelsDOUC, R; FORT, G; MOULINES, E et al.Stochastic processes and their applications. 2009, Vol 119, Num 4, pp 1235-1256, issn 0304-4149, 22 p.Article

A Bayesian Approach to Sequential Surveillance in Exponential FamiliesTZE LEUNG LAI; TONGWEI LIU; HAIPENG XING et al.Communications in statistics. Theory and methods. 2009, Vol 38, Num 16-17, pp 2958-2968, issn 0361-0926, 11 p.Article

Direct maximization of the likelihood of a hidden Markov modelTURNER, Rolf.Computational statistics & data analysis. 2008, Vol 52, Num 9, pp 4147-4160, issn 0167-9473, 14 p.Article

Reference Priors for Matrix-Variate Dynamic Linear ModelsTRIANTAFYLLOPOULOS, K.Communications in statistics. Theory and methods. 2008, Vol 37, Num 6-7, pp 947-958, issn 0361-0926, 12 p.Article

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