Using maximum cross section method for filtering jump-diffusion random processes

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	55-67
Number of pages	13
Journal	Russian Journal of Numerical Analysis and Mathematical Modelling
Volume	35
Issue number	2
DOIs	https://doi.org/10.1515/rnam-2020-0005
Publication status	Published - 1 Apr 2020

estimation, filtering, maximum cross section method, particle filter, particle method, statistical modelling, Stochastic differential equation with jumps

ID: 24313763