✦ LIBER ✦

Stochastic Models, Estimation, and Control, Volume I

✍ Scribed by Maybeck, P. S.; Siouris, George M.

Book ID: 114670402
Publisher: Institute of Electrical and Electronics Engineers
Year: 1980
Weight: 293 KB
Volume: 10
Category: Article
ISSN: 0018-9472
DOI: 10.1109/tsmc.1980.4308494

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Book review: Stochastic Models, Estimati

Book review: Stochastic Models, Estimation and Control

✍ Davis, M.H.A. 📂 Article 📅 1981 🏛 The Institution of Electrical Engineers ⚖ 137 KB

[Lecture Notes in Control and Informatio

[Lecture Notes in Control and Information Sciences] Modeling, Estimation and Control Volume 364 || Stochastic Realization for Stochastic Control with Partial Observations

✍ Chiuso, Alessandro; Pinzoni, Stefano; Ferrante, Augusto 📂 Article 📅 2007 🏛 Springer Berlin Heidelberg ⚖ 217 KB

Stochastic Optimal Linear Estimation and

Stochastic Optimal Linear Estimation and Control

✍ Meditch, James S.; Tacker, E. C. 📂 Article 📅 1972 🏛 Institute of Electrical and Electronics Engineers ⚖ 266 KB

Stochastic Control with Imperfect Models

✍ Basu, Arnab; Borkar, Vivek S. 📂 Article 📅 2008 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 295 KB

Book Review: Linear estimation and stoch

Book Review: Linear estimation and stochastic control

✍ Fleming, Wendell H. 📂 Article 📅 1979 🏛 American Mathematical Society 🌐 English ⚖ 261 KB

Dynamic stochastic copula models: estima

Dynamic stochastic copula models: estimation, inference and applications

✍ Christian M. Hafner; Hans Manner 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 389 KB

## SUMMARY We propose a new dynamic copula model in which the parameter characterizing dependence follows an autoregressive process. As this model class includes the Gaussian copula with stochastic correlation process, it can be viewed as a generalization of multivariate stochastic volatility model