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20122026
most citedQuasi-Likelihood Analysis for Stochastic Regression Models with Nonsynchronous Observations

13 citations · 27 across the 9 of their papers we have counts for

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math.PR2015

Asymptotic error distributions of the Euler method for continuous-time nonlinear filtering

Teppei Ogihara, Hideyuki Tanaka

We deduce the asymptotic error distribution of the Euler method for the nonlinear filtering problem with continuous-time observations. Previous works by several authors have shown…