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A filtered EM algorithm for joint hidden Markov model and sinusoidal parameter estimation., and . IEEE Trans. Signal Process., 43 (1): 353-358 (1995)Incomplete markets with jumps and informed agents., and . Math. Methods Oper. Res., 50 (3): 475-492 (1999)New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models., and . IEEE Trans. Automat. Contr., 44 (5): 938-951 (1999)Estimating the implicit interest rate of a risky asset, and . Stochastic Processes and their Applications, 49 (2): 199--206 (February 1994)Celestial signal estimation, and . Stochastic Analysis and Applications, 12 (4): 399--407 (1994)A CONTINUOUS TIME KRONECKER'S LEMMA AND MARTINGALE CONVERGENCE. Stochastic Analysis and Applications, 19 (3): 433--437 (2001)M.A.P.Estimation for hidden discrete Markov random fields, and . Stochastic Analysis and Applications, 16 (1): 83--89 (1998)Approximations to solutions of the zakai filtering equation, and . Stochastic Analysis and Applications, 7 (2): 145--168 (1989)A filter for a hidden Markov chain observed in fractional Gaussian noise., and . Syst. Control. Lett., 60 (2): 93-100 (2011)Adaptive control of linear systems with Markov perturbations., and . IEEE Trans. Autom. Control., 43 (3): 351-372 (1998)