The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. Andrieu, Christophe; Davy, Manuel; Doucet, Arnaud. Efficient particle filtering for jump Markov systems. Application to time-varying autoregressions. IEEE Trans. Signal Process. 51 (2003), no. 7, 1762--1770. MR1996962 (2005e:94017)
  2. Bar-Shalom, Y.; Rong Li, X.; Kirubarajan, T.; Estimation with applications to tracking and navigation Wiley, New York, 2001. Math. Review number not available.
  3. Brémaud, Pierre. Point processes and queues. Martingale dynamics. Springer Series in Statistics. Springer-Verlag, New York-Berlin, 1981. xviii+354 pp. ISBN: 0-387-90536-7 MR0636252 (82m:60058)
  4. Brockwell, Peter J.; Davis, Richard A. Introduction to time series and forecasting. Second edition. With 1 CD-ROM (Windows). Springer Texts in Statistics. Springer-Verlag, New York, 2002. xiv+434 pp. ISBN: 0-387-95351-5 MR1894099 (2002m:62002)
  5. Chernoff, Herman; Rubin, Herman. The estimation of the location of a discontinuity in density. Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability, 1954--1955, vol. I, pp. 19--37. Univerity of California Press, Berkeley and Los Angeles, 1956. MR0084910 (18,946a)
  6. Sequential Monte Carlo methods in practice. Edited by Arnaud Doucet, Nando de Freitas and Neil Gordon. Statistics for Engineering and Information Science. Springer-Verlag, New York, 2001. xxviii+581 pp. ISBN: 0-387-95146-6 MR1847783 (2003h:65007)
  7. Elliott, Robert J.; Aggoun, Lakhdar; Moore, John B. Hidden Markov models. Estimation and control. Applications of Mathematics (New York), 29. Springer-Verlag, New York, 1995. xii+361 pp. ISBN: 0-387-94364-1 MR1323178 (96h:93001)
  8. Ibragimov, I. A.; Has\cprime minski\u\i, R. Z. Statistical estimation. Asymptotic theory. Translated from the Russian by Samuel Kotz. Applications of Mathematics, 16. Springer-Verlag, New York-Berlin, 1981. vii+403 pp. ISBN: 0-387-90523-5 MR0620321 (82g:62006)
  9. Lehmann, Erich Leo. Theory of point estimation. Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics. A Wiley Publication in Mathematical Statistics. John Wiley & Sons, Inc., New York, 1983. xii+506 pp. ISBN: 0-471-05849-1 MR0702834 (85a:62001)
  10. Makhnin, O.V. Filtering for some stochastic processes with discrete observations PhD thesis, Michigan State University, 2002.
  11. Portenko, Nicolai; Salehi, Habib; Skorokhod, Anatoli. On optimal filtering of multitarget tracking systems based on point processes observations. Random Oper. Stochastic Equations 5 (1997), no. 1, 1--34. MR1443419 (98d:60090)
  12. Portenko, N.; Salehi, H.; Skorokhod, A. Optimal filtering in target tracking in presence of uniformly distributed errors and false targets. Random Oper. Stochastic Equations 6 (1998), no. 3, 213--240. MR1630999 (2000g:60072)
  13. Shimizu, Yasutaka; Yoshida, Nakahiro. Estimation of parameters for diffusion processes with jumps from discrete observations. Stat. Inference Stoch. Process. 9 (2006), no. 3, 227--277. MR2252242 (2007j:62100)
  14. Vellekoop, M. H.; Clark, J. M. C. A nonlinear filtering approach to changepoint detection problems: direct and differential-geometric methods. SIAM Rev. 48 (2006), no. 2, 329--356 (electronic). MR2240595 (2007m:93088)
Bookmark and Share


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.