Title of article :
An application of the double Edgeworth expansion to a filtering model with Gaussian limit
Author/Authors :
Hiroki Masuda، نويسنده , , Nakahiro Yoshida، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2004
Keywords :
Filtering problem , Double Edgeworth expansion , Conditional expectation
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters