A state-space calculus for rational probability density functions and applications to non-Gaussian filtering
Year of publication: |
1997
|
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Authors: | Hanzon, Bernard ; Ober, Raimund J. |
Institutions: | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Serie Research memoranda / Vrije Universiteit Amsterdam. Faculteit der Economische Wetenschappen en Econometrie Number 0021 |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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