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Issue Date
Title
Author(s)
2001
Robust M-ary detection filters for continuous-time jump Markov systems
Elliott, R.
;
Malcolm, W.
;
Djaferis, T.
;
IEEE Conference on Decision and Control (40th : 2001 : Orlando, Florida)
2001
Improved smoother dynamics for discrete time HMM parameter estimation
Elliott, R.
;
Malcolm, W.
;
Theodore Djaferis,
;
IEEE Conference on Decision and Control (40th : 2001 : Orlando, Florida)
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Author
12
Elliott, R.
3
IEEE Conference on Decision and C...
3
Van Der Hoek, J.
2
Djaferis, T.
2
Tsoi, A.
1
Dufour, F.
1
Hitay Ozbay,
1
IEEE Conference on Decision and C...
1
IEEE Conference on Decision and C...
1
James, M.
.
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Subject
2
Martingales
1
Expectation Maximization Algorithm
1
filtering
1
Forwards and backwards Duncan–Mor...
1
Hedge funds
1
hybrid dynamics
1
jump Markov systems
1
Pairs trading
1
Parameter Estimation
1
Reference probability
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2001