| |
| 2006 | ||
|---|---|---|
| 2 | EE | Ramaprasad Bhar, Carl Chiarella, Hing Hung, Wolfgang J. Runggaldier: The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach. Automatica 42(8): 1381-1393 (2006) |
| 1995 | ||
| 1 | Robert Sh. Liptser, Wolfgang J. Runggaldier: Nonlinear filters for linear models (a robust approach). IEEE Transactions on Information Theory 41(4): 1001-1009 (1995) | |
| 1 | Ramaprasad Bhar | [2] |
| 2 | Carl Chiarella | [2] |
| 3 | Hing Hung | [2] |
| 4 | Robert Sh. Liptser | [1] |