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20042009
most citedAccurate Effective-One-Body waveforms of inspiralling and coalescing black-hole binaries

171 citations

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math.OC2007

Filtering and estimation in stochastic volatility models with rationally distributed disturbances

Bernard Hanzon, Wolfgang Scherrer

This paper deals with the filtering problem for a class of discrete time stochastic volatility models in which the disturbances have rational probability density functions. This in…