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Found 467 Documents (Results 201–300)

On continuous time ergodic filters with wrong initial data. (English. Russian original) Zbl 1191.60053

Theory Probab. Appl. 53, No. 2, 269-300 (2009); translation from Teor. Veroyatn. Primen. 53, No. 2, 3-15 (2008).
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Hidden Markov models and dynamical systems. (English) Zbl 1156.62065

Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 978-0-898716-65-8/pbk; 978-0-89871-774-7/ebook). xii, 132 p. (2008).
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Stochastic modelling over a finite alphabet and algorithms for finding genes form genomes. (English) Zbl 1163.92315

Francis, Bruce A. (ed.) et al., Control of uncertain systems: modelling, approximation, and design. A workshop on the occasion of Keith Glover’s 60th birthday. Berlin: Springer (ISBN 3-540-31754-6/pbk). Lecture Notes in Control and Information Sciences 329, 345-369 (2006).
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A regime switching model: statistical estimation, empirical evidence, and change point detection. (English) Zbl 1078.62087

Yin, George (ed.) et al., Mathematics of finance. Proceedings of an AMS-IMS-SIAM joint summer research conference on mathematics of finance, June 22–26, 2003, Snowbird, Utah, USA. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3412-6/pbk). Contemporary Mathematics 351, 139-153 (2004).
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Hilbert metric and its applications to partially observed control problems. (English) Zbl 1097.93535

Ukrainian mathematical congress – 2001, Kiev, Ukraine, August 21–23, 2001. Proceedings. Section 9. Probability theory and mathematical statistics. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 966-02-2616-0). 6-12 (2002).
MSC:  93E11 60G35 62M20
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Hidden Markov chain filtering for generalised Bessel processes. (English) Zbl 0991.60032

Hida, Takeyuki (ed.) et al., Stochastics in finite and infinite dimensions. Conference in honor of Gopinath Kallianpur, Calcutta, India, December 18-23, 2000. Boston: Birkhäuser. 123-143 (2000).
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