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机译:用于噪声和回报相关性的集成方差估计器的条件高斯随机序列
Department of Statistical SciencesUniversità Cattolica del Sacro CuoreMilan,Italy;
Data Science Lab, Institute of Computational ScienceUniversità della Svizzera italianaLugano,Switzerland;
Department of Decision SciencesBocconi University of MilanMilan,Italy;
forward filtering and backward sampling; integrated variance; Kalman filtering; state‐space models;
机译:Robust weighted fusion Kalman estimators for systems with uncertain noise variances, multiplicative noises, missing measurements, packets dropouts and two-step random measurement delays
机译:An Efficient Variance Estimator for the Hurst Exponent of Discrete-Time Fractional Gaussian Noise
机译:Approximating the Best Linear Unbiased Estimator of Non-Gaussian Signals with Gaussian Noise
机译:Correlation of geometric deviations and structure-borne noise in highly-integrated powertrain topologies
机译:modelling conditional correlations in the volatility of asian rubber spot and futures returns