Filtering of a discrete jump process: approximation error
AbstractThis Paper presents a discussion about some discrete models in which a finite state truncation is performed. In the models described the difference between the related filters is evaluated. The idea comes out by the examination of particular models, one discrete and the other finite.
How to Cite
Tardelli, P. (2001). Filtering of a discrete jump process: approximation error. Statistica, 61(1), 155–164. https://doi.org/10.6092/issn.1973-2201/1170