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Robert J. Elliott: [Publications] [Author Rank by year] [Co-authors] [Prefers] [Cites] [Cited by]

Publications of Author

  1. Robert J. Elliott, Vikram Krishnamurthy, Jonathan H. Manton
    Optimal Estimation of Poisson Rate from Discrete Time Observations. [Citation Graph (0, 0)][DBLP]
    ICC (3), 1997, pp:1392-1395 [Conf]
  2. Christian Bender, Robert J. Elliott
    Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market. [Citation Graph (0, 0)][DBLP]
    Math. Oper. Res., 2004, v:29, n:4, pp:935-945 [Journal]
  3. Peter L. Antonelli, Robert J. Elliott
    The Zakai forms of the prediction and smoothing equations. [Citation Graph (0, 0)][DBLP]
    IEEE Transactions on Information Theory, 1986, v:32, n:6, pp:816-0 [Journal]
  4. Robert J. Elliott
    Reverse-time Markov processes. [Citation Graph (0, 0)][DBLP]
    IEEE Transactions on Information Theory, 1986, v:32, n:2, pp:290-0 [Journal]
  5. Robert J. Elliott
    Bilateral prediction. [Citation Graph (0, 0)][DBLP]
    IEEE Transactions on Information Theory, 1989, v:35, n:4, pp:912-0 [Journal]
  6. Robert J. Elliott
    New finite-dimensional filters and smoothers for noisily observed Markov chains. [Citation Graph (0, 0)][DBLP]
    IEEE Transactions on Information Theory, 1993, v:39, n:1, pp:265-0 [Journal]
  7. Robert J. Elliott, L. Aggoun
    Estimation for discrete Markov random fields observed in Gaussian noise. [Citation Graph (0, 0)][DBLP]
    IEEE Transactions on Information Theory, 1994, v:40, n:5, pp:1600-0 [Journal]
  8. W. Paul Malcolm, Robert J. Elliott, Matthew R. James
    Risk-sensitive filtering and smoothing for continuous-time Markov Processes. [Citation Graph (0, 0)][DBLP]
    IEEE Transactions on Information Theory, 2005, v:51, n:5, pp:1731-1738 [Journal]
  9. Robert J. Elliott, Carlton-James U. Osakwe
    Option Pricing for Pure Jump Processes with Markov Switching Compensators. [Citation Graph (0, 0)][DBLP]
    Finance and Stochastics, 2006, v:10, n:2, pp:250-275 [Journal]

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