• Suche: "reference probability"

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1

Two-stage stochastic optimal control problem under [formula omitted]-expectation
Xing, Zhuangzhuang
In Systems & Control Letters July 2024 189

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2

Phenomenology of Reference in Male Seduction: 'Pragmatic Love' by Alia Mamdouh as a Model
أ.م.د. محمد جاسم محمد عباس
مجلة اداب ذي قار, Vol 3, Iss 45 (2024)

Phenomenology, Reference... Language and Literature Social Sciences
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3

Towards Event-Based State Estimation for Neuromorphic Event Cameras
Xinhui Liu ; Meiqi Cheng ; Dawei Shi ; et al.
IEEE Transactions on Automatic Control. :1-8

0209 industrial biotechn... Schedules Reference probability me... Packet dropout 02 engineering and techn... Cameras …
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4

A Belief Propagation Based State Estimator for Semi-Intrusive Load Monitoring System
Qihong Duan ; Feng Li ; Junrong Liu
IEEE Access, Vol 10, Pp 110309-110322 (2022)

reference probability BP algorithm Smart meters 0202 electrical engineer... factor graph Electrical engineering.... …
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5

Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control
Calvia, Alessandro ; Ferrari, Giorgio ; Calvia, Alessandro ; et al.
Applied Mathematics & Optimization. 85

Reference singularly controlled sy... Reference probability me... ddc:330 Probability (math.PR) Stochastic filtering …
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6

A higher-order Markov chain-modulated model for electricity spot-price dynamics
Xiong, Heng ; Mamon, Rogemar
In Applied Energy 1 January 2019 233-234:495-515

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7

Rates for Branching Particle Approximations of Continuous-Discrete Filters
Kouritzin, Michael A. ; Sun, Wei
The Annals of Applied Probability, 2005 Nov 01. 15(4), 2739-2772.

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8

Stochastic volatility with regime switching and uncertain noise: Filtering with sub-linear expectations
Tak Kuen Siu ; Robert J. Elliott ; Elliott, Robert J ; et al.
Discrete & Continuous Dynamical Systems - B. 22:59-81

drift and volatility unc... hidden Markov models conditional sub-linear e... 0502 economics and busin... 05 social sciences modified reference proba... …
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9

Filtering and change point estimation for hidden Markov-modulated Poisson processes
Robert J. Elliott ; Tak Kuen Siu ; Elliott, Robert J ; et al.
Applied Mathematics Letters. 28:66-71

0209 industrial biotechn... Poisson processes Mathematics, Applied change-point estimation poisson processes 02 engineering and techn... …
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10

Viterbi-based estimation for markov switching GARCH model
Elliott, Robert J., author ; Lau, John W., author ; Miao, Hong, author ; et al.

volatility regime switching GARCH Viterbi algorithm reference probability filter …
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11

Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control
Calvia, Alessandro ; Ferrari, Giorgio

Stochastic filtering singularly controlled sy... reference probability me... Zakai equation Kushner-Stratonovich equ...
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12

On filtering and estimation of a threshold stochastic volatility model
Chuin Ching Liew ; Robert J. Elliott ; Tak Kuen Siu ; et al.
Applied Mathematics and Computation. 218:61-75

threshold principle 05 social sciences filtering Change of measures 01 natural sciences change of measures …
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13

Filtering a nonlinear stochastic volatility model
Tak Kuen Siu ; Robert J. Elliott ; Eric S. Fung ; et al.
Nonlinear Dynamics. 67:1295-1313

Nonlinear dynamical syst... economic cycles 05 social sciences Change of measures Economic cycles change of measures …
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14

Nonlinear Filter Estimation of Volatility
Elliott, R. ; Van Der Hoek, J. ; Valencia, J. ; et al.
Stochastic Analysis and Applications. 28:696-710

nonlinear filters Time series Volatility 0103 physical sciences volatility Reference probability ap... …
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15

Filtering a Markov Modulated Random Measure
Elliott, RJ ; Yang, H ; Siu, TK ; et al.
IEEE Transactions on Automatic Control. 55:74-88

Robust EM algorithms robust EM algorithms Engineering, Electrical... insurance risk models random measures Insurance risk models …
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16

Insurance claims modulated by a hidden Brownian marked point process
Qihong Duan ; Zhiping Chen ; Robert J. Elliott ; et al.
Insurance: Mathematics and Economics. 45:163-172

Mathematics, Interdiscip... Markov-modulated Poisson... Economics Statistics & Probability 0211 other engineering a... insurance risk models …
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17

A Non-Linear Filter
Elliott, R. ; Leung, H. ; Deng, J. ; et al.
Stochastic Analysis and Applications. 26:856-862

Non-linear filter Reference probability reference probability Statistics & Probability Bayes' rule Mathematics, Applied …
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18

An exact recursive filter for Quadrature Amplitude Modulation dynamics
W.P. Malcolm ; Robert J. Elliott ; Elliott, Robert J ; et al.
2008 42nd Asilomar Conference on Signals, Systems and Computers. :1667-1670

discrete-time Engineering reference probability nonlinear filtering Computer Science Telecommunications …
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19

PARAMETER ESTIMATION FOR A REGIME-SWITCHING MEAN-REVERTING MODEL WITH JUMPS: Parameter estimation for a regime-switching mean-reverting model with jumps
Wu, P. ; Elliott, R.
International Journal of Theoretical and Applied Finance. :791-806

Estimation and detection... filtering equations Markov processes: estima... hidden Markov models Applications of stochast... jump process …
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20

Putting a price tag on temperature
Xiong, Heng ; Mamon, Rogemar
Computational Management Science. :1-38

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