{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,16]],"date-time":"2026-03-16T10:15:50Z","timestamp":1773656150048,"version":"3.50.1"},"reference-count":15,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"DOI":"10.1109\/cdc.2002.1184527","type":"proceedings-article","created":{"date-parts":[[2003,8,27]],"date-time":"2003-08-27T15:38:00Z","timestamp":1061998680000},"page":"398-404","source":"Crossref","is-referenced-by-count":5,"title":["HMM volatility estimation"],"prefix":"10.1109","volume":"1","author":[{"given":"R.J.","family":"Elliott","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"W.P.","family":"Malcolm","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"A.","family":"Tsoi","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"15","doi-asserted-by":"publisher","DOI":"10.1007\/BF00390274"},{"key":"13","article-title":"A general smoothing equation for poisson observations","author":"malcolm","year":"0","journal-title":"38th I E E E Conference on Decision and Control December 1999 Phoenix USA"},{"key":"14","doi-asserted-by":"publisher","DOI":"10.1080\/17442508208833204"},{"key":"11","doi-asserted-by":"publisher","DOI":"10.1109\/CDC.2001.914666"},{"key":"12","doi-asserted-by":"publisher","DOI":"10.1109\/18.485727"},{"key":"3","first-page":"505","author":"davis","year":"1980","journal-title":"Pathwise Nonlinear Filtering Stochastic Systems The Mathematics of Filtering and Applications"},{"key":"2","doi-asserted-by":"publisher","DOI":"10.1007\/978-94-011-7577-7_41"},{"key":"1","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511806636"},{"key":"10","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4757-7146-6","author":"elliott","year":"1999","journal-title":"Mathematics of Financial Markets"},{"key":"7","doi-asserted-by":"publisher","DOI":"10.1109\/18.179372"},{"key":"6","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4149(94)90133-3"},{"key":"5","author":"elliott","year":"1982","journal-title":"Stochastic Calculus and Applications"},{"key":"4","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4149(86)90018-9"},{"key":"9","author":"elliott","year":"1995","journal-title":"Hidden Markov Models"},{"key":"8","doi-asserted-by":"publisher","DOI":"10.1016\/0005-1098(94)90004-3"}],"event":{"name":"IEEE Conference on Decision and Control","location":"Las Vegas, NV, USA","acronym":"CDC-02"},"container-title":["Proceedings of the 41st IEEE Conference on Decision and Control, 2002."],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/8437\/26566\/01184527.pdf?arnumber=1184527","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,16]],"date-time":"2017-06-16T00:09:21Z","timestamp":1497571761000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/1184527\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[null]]},"references-count":15,"URL":"https:\/\/doi.org\/10.1109\/cdc.2002.1184527","relation":{},"subject":[]}}