Estimating the static parameters in linear Gaussian mutiple target tracking models

Veröffentlicht 2012

An analysis of closed-end funds discounts viewed from a lack of redemption perspective

von Kittiakarasakun, Jullavut
Veröffentlicht in Review of quantitative finance and accounting (2018)

Bayesian tracking and parameter learning for non-linear multiple target tracking models

von Jiang, Lan
Veröffentlicht 82014

An online expectation-maximization algorithm for changepoint models

von Yildirim, Sinan
Veröffentlicht 2012