most citedContinuous-discrete unscented Kalman filtering framework by MATLAB ODE solvers and square-root methods

26 citations · 62 across the 6 of their papers we have counts for

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6 papers · 1 filter

math.OC20245 cited

Evolving efficiency of the BRICS markets

Maria V. Kulikova, David R. Taylor, Gennady Yu. Kulikov

This paper investigates a time-varying version of weak-form market efficiency in the BRICS countries. A moving window test for sample autocorrelations is applied alongside a Kalman…

math.OC202411 cited

UD-based pairwise and MIMO Kalman-like filtering for estimation of econometric model structures

Maria V. Kulikova, Julia V. Tsyganova, Gennady Yu. Kulikov

One of the modern research lines in econometrics studies focuses on translating a wide variety of structural econometric models into their state-space form, which allows for effici…

math.OC2024

Pattern Recognition Facilities of Extended Kalman Filtering in Stochastic Neural Fields

Maria V. Kulikova, Gennady Yu. Kulikov

In mathematical neuroscience, a special interest is paid to a working memory mechanism in the neural tissue modeled by the Dynamic Neural Field (DNF) in the presence of model uncer…

math.OC2023

MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods

Maria V. Kulikova, Gennady Yu. Kulikov

A stable square-root approach has been recently proposed for the unscented Kalman filter (UKF) and fifth-degree cubature Kalman filter (5D-CKF) as well as for the mixed-type method…

math.OC20238 cited

Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter

Maria V. Kulikova, Gennady Yu. Kulikov

This paper continues our research devoted to an accurate nonlinear Bayesian filters' design. Our solution implies numerical methods for solving ordinary differential equations (ODE…

math.OC202312 cited

Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach

Maria Kulikova, Gennady Kulikov

This paper explores a time-varying version of weak-form market efficiency that is a key component of the so-called Adaptive Market Hypothesis (AMH). One of the most common methodol…