Fast Filtering in Switching Approximations of Nonlinear Markov Systems With Applications to Stochastic Volatility
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2017
ISSN: 0018-9286,1558-2523
DOI: 10.1109/tac.2016.2569417