Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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A Quasi-Likelihood Approach to Nonlinear Filtering Problems

  • Published : 1998.06.01
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Abstract

Suppose that an observed process can be written as the additive model of the signal process and the noise process with unknown parameters. In practice the signal process is not directly observed. We consider the problem of estimating parameter from the observation process using the quasi-likelihood method.

Keywords

References

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