Browsing by Author Elliott, Robert J
Showing results 3 to 10 of 10
Filtering, smoothing and M-ary detection with discrete time Poisson observations
Author(s) | Elliott, Robert J; Malcolm, William; Aggoun, Lakhdar |
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Type | Journal article |
Date Published | 2005 |
Date Created | - |
New Gaussian Mixture State Estimation Schemes For Discrete Time Hybrid Gauss-Markov Systems
Author(s) | Elliott, Robert J; Dufour, F; Malcolm, William |
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Type | Conference paper |
Date Published | 2005 |
Date Created | June 8 2005 |
On the performance of Gaussian mixture estimation techniques for dicrete-time jump markov linear systems
Author(s) | Elliott, Robert J; Dufour, F; Malcolm, William |
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Type | Conference paper |
Date Published | 2006 |
Date Created | December 13-15 2006 |
On-line almost-sure parameter estimation for partially observed discrete-time linear systems with known noise charateristics
Author(s) | Elliott, Robert J; Ford, Jason; Moore, John |
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Type | Journal article |
Date Published | 2002 |
Date Created | - |
Pairs trading
Author(s) | Elliott, Robert J; Van der Hoek, J; Malcolm, William |
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Type | Journal article |
Date Published | 2005 |
Date Created | - |
Risk Sensitive Filtering with Poisson Process Observations
Author(s) | Malcolm, W Paul; James, Matthew; Elliott, Robert J |
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Type | Journal article |
Date Published | 2000 |
Date Created | - |
Risk-sensitive filtering and smoothing for continuous-time Markov processes
Author(s) | Malcolm, W Paul; Elliott, Robert J; James, Matthew |
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Type | Journal article |
Date Published | 2005 |
Date Created | - |
Some applications of M-ary detection in quantitative finance
Author(s) | Malcolm, William; Elliott, Robert J |
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Type | Journal article |
Date Published | 2009 |
Date Created | - |
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