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- W2007546314 abstract "We introduce a new double threshold model with regime switches. New filtering equations are derived based on a reference probability approach. We also propose a new and practically useful method for implementing the filtering equations." @default.
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- W2007546314 date "2013-12-01" @default.
- W2007546314 modified "2023-09-26" @default.
- W2007546314 title "Filtering a Double Threshold Model With Regime Switching" @default.
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- W2007546314 doi "https://doi.org/10.1109/tac.2013.2261186" @default.
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