Emmanuel Monfrini on Imagine Team https://projet.liris.cnrs.fr/imagine/authors/emmanuel-monfrini/ Recent content in Emmanuel Monfrini on Imagine Team Hugo en-US © 2026 IMAGINE team - LIRIS Mon, 01 Jan 2018 00:00:00 +0000 Triplet Markov models and fast smoothing in switching systems https://projet.liris.cnrs.fr/imagine/publications/hal-01864473/ Mon, 01 Jan 2018 00:00:00 +0000 https://projet.liris.cnrs.fr/imagine/publications/hal-01864473/ Fast Filtering in Switching Approximations of Non-linear Markov Systems with Applications to Stochastic Volatility https://projet.liris.cnrs.fr/imagine/publications/hal-01448538/ Sun, 01 Jan 2017 00:00:00 +0000 https://projet.liris.cnrs.fr/imagine/publications/hal-01448538/ Fast smoothing in switching approximations of non-linear and non-Gaussian models https://projet.liris.cnrs.fr/imagine/publications/hal-01540474/ Sun, 01 Jan 2017 00:00:00 +0000 https://projet.liris.cnrs.fr/imagine/publications/hal-01540474/ EXACT FAST SMOOTHING IN SWITCHING MODELS WITH APPLICATION TO STOCHASTIC VOLATILITY https://projet.liris.cnrs.fr/imagine/publications/hal-01165338/ Thu, 01 Jan 2015 00:00:00 +0000 https://projet.liris.cnrs.fr/imagine/publications/hal-01165338/ Lissage rapide dans des modèles non linéaires et non gaussiens https://projet.liris.cnrs.fr/imagine/publications/hal-01169898/ Thu, 01 Jan 2015 00:00:00 +0000 https://projet.liris.cnrs.fr/imagine/publications/hal-01169898/