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) |