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   Articles with "convergent semimartingales" as a keyword



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On the consistent filtering of convergent semimartingales

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recommendations! Published in 2019 at "Stochastic Processes and their Applications"

DOI: 10.1016/j.spa.2018.03.004

Abstract: Abstract The estimation of a class of continuous, convergent semimartingales, observed via a linear sensor is considered. In particular, conditions securing the consistency of the Bayesian estimator are established. These are in the form of… read more here.

Keywords: filtering convergent; convergent; convergent semimartingales; consistent filtering ... See more keywords