Algorithmic modeling of TES processes. (English) Zbl 0838.62097
MSC:
| 62N99 | Survival analysis and censored data |
| 62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
| 65C99 | Probabilistic methods, stochastic differential equations |
| 60G35 | Signal detection and filtering (aspects of stochastic processes) |
