Triplet Markov models and fast smoothing in switching systems ↗ ↖ 1 January 2018 Wojciech Pieczynski Stéphane Derrode Ivan Gorynin Emmanuel Monfrini
Fast Filtering in Switching Approximations of Non-linear Markov Systems with Applications to Stochastic Volatility ↗ ↖ 1 January 2017 Ivan Gorynin Stéphane Derrode Emmanuel Monfrini Wojciech Pieczynski
Fast smoothing in switching approximations of non-linear and non-Gaussian models ↗ ↖ 1 January 2017 Ivan Gorynin Stéphane Derrode Emmanuel Monfrini Wojciech Pieczynski
EXACT FAST SMOOTHING IN SWITCHING MODELS WITH APPLICATION TO STOCHASTIC VOLATILITY ↗ ↖ 1 January 2015 Ivan Gorynin Stéphane Derrode Emmanuel Monfrini Wojciech Pieczynski
Lissage rapide dans des modèles non linéaires et non gaussiens ↗ ↖ 1 January 2015 Ivan Gorynin Stéphane Derrode Emmanuel Monfrini Wojciech Pieczynski