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Kybernetika 33(5):557-576, 1997.

Approximation Approach for Nonlinear Filtering Problem with Time Dependent Noises. Part II: Stable Nonlinear Filters.

S. Hoang, R. Baraille, O. Talagrand, T. L. Nguyen and P. Demey


Abstract:

Asymptotic distribution of the random vector of differences between theoretical probabilities and their estimates, based on the sample quantiles and on an estimate of the unknown parameter, is derived in a setting not requiring differentiability of the densities. By means of this result asymptotically chi-square distributed goodness-of-fit test statistics are constructed for the exponential distribution and for the Laplace distribution.


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BIB TeX

@article{kyb:1997:5:557-576,

author = {Hoang, S. and Baraille, R. and Talagrand, O. and Nguyen, T. L. and Demey, P.},

title = {Approximation Approach for Nonlinear Filtering Problem with Time Dependent Noises. Part II: Stable Nonlinear Filters.},

journal = {Kybernetika},

volume = {33},

year = {1997},

number = {5},

pages = {557-576}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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