Robert J. Elliott

2008
10	EE	Robert J. Elliott, Alexei Filinkov: A self tuning model for risk estimation. Expert Syst. Appl. 34(3): 1692-1697 (2008)
2006
9	EE	Robert J. Elliott, Carlton-James U. Osakwe: Option Pricing for Pure Jump Processes with Markov Switching Compensators. Finance and Stochastics 10(2): 250-275 (2006)
2005
8	EE	W. Paul Malcolm, Robert J. Elliott, Matthew R. James: Risk-sensitive filtering and smoothing for continuous-time Markov Processes. IEEE Transactions on Information Theory 51(5): 1731-1738 (2005)
2004
7	EE	Christian Bender, Robert J. Elliott: Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market. Math. Oper. Res. 29(4): 935-945 (2004)
1997
6		Robert J. Elliott, Vikram Krishnamurthy, Jonathan H. Manton: Optimal Estimation of Poisson Rate from Discrete Time Observations. ICC (3) 1997: 1392-1395
1994
5		Robert J. Elliott, L. Aggoun: Estimation for discrete Markov random fields observed in Gaussian noise. IEEE Transactions on Information Theory 40(5): 1600- (1994)
1993
4		Robert J. Elliott: New finite-dimensional filters and smoothers for noisily observed Markov chains. IEEE Transactions on Information Theory 39(1): 265- (1993)
1989
3		Robert J. Elliott: Bilateral prediction. IEEE Transactions on Information Theory 35(4): 912- (1989)
1986
2		Robert J. Elliott: Reverse-time Markov processes. IEEE Transactions on Information Theory 32(2): 290- (1986)
1		Peter L. Antonelli, Robert J. Elliott: The Zakai forms of the prediction and smoothing equations. IEEE Transactions on Information Theory 32(6): 816- (1986)

Coauthor Index

1	L. Aggoun	[5]
2	Peter L. Antonelli	[1]
3	Christian Bender	[7]
4	Alexei Filinkov	[10]
5	Matthew R. James	[8]
6	Vikram Krishnamurthy	[6]
7	W. Paul Malcolm	[8]
8	Jonathan H. Manton	[6]
9	Carlton-James U. Osakwe	[9]

Colors in the list of coauthors