Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Author Mamon, R
Showing results 4 to 8 of 8
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| Issue Date | Title | Author(s) |
|---|---|---|
| 2008 | A new algorithm for latent state estimation in nonlinear time series models | Date, P; Jalen, L; Mamon, R |
| 2008 | A new moment matching algorithm for sampling from partially specified symmetric distributions | Date, P; Mamon, R; Jalen, L |
| 2010 | A partially linearized sigma point filter for latent state estimation in nonlinear time series models | Date, P; Jalen, L; Mamon, R |
| 2009 | Some contributions to filtering theory with applications in financial modelling | Jalen, Luka |
| 2007 | Valuation of cash flows under random rates of interest: A linear algebraic approach | Date, P; Mamon, R; Wang, C |