Inference in hidden Markov models, 2005. ,
Computable infinite-dimensional filters with applications to discretized diffusion processes, Stoch. Proc. and Applic, pp.1447-1467, 2006. ,
DOI : 10.1016/j.spa.2006.03.004
URL : https://hal.archives-ouvertes.fr/hal-00004889
Multiplicative Kalman filtering, TEST, vol.5, issue.1???2, 2007. ,
DOI : 10.1007/s11749-010-0208-0
URL : https://hal.archives-ouvertes.fr/hal-00191042
A non-linear explicit filter, Statistics & Probability Letters, vol.61, issue.2, pp.145-154, 2003. ,
DOI : 10.1016/S0167-7152(02)00344-9
URL : https://hal.archives-ouvertes.fr/hal-00171872
Random scale perturbation of an AR(1) process and its properties as a nonlinear explicit filter, Bernoulli, vol.10, issue.4, pp.701-720, 2004. ,
DOI : 10.3150/bj/1093265637
A Second Course in Stochastic Processes, 1981. ,
Fonctions spéciales de la physique mathématique, 1983. ,
Sufficient Conditions for Finite Dimensionality of Filters in Discrete Time: A Laplace Transform-Based Approach, Bernoulli, vol.7, issue.2, pp.211-221, 2001. ,
DOI : 10.2307/3318736
Finite dimensional filter systems in discrete time, Stochastics, vol.5, pp.107-114, 1981. ,
Stochastic models with applications to genetics, cancers, AIDS and other biomedical systems, Series on concrete and applicable mathematics, 2002. ,
Bayesian forecasting and dynamic models, series in statistics, 1997. ,
DOI : 10.1007/978-1-4757-9365-9