[
    {
        "id": "osp-13773",
        "type": "article-journal",
        "title": "Filtering and M-ary Detection of Markov Modulated Mean Reverting Model",
        "author": [
            {
                "family": "Aggoun",
                "given": "Lakhdar"
            },
            {
                "family": "Al-Lawati",
                "given": "Mohamed"
            },
            {
                "family": "Malcolm",
                "given": "William P."
            }
        ],
        "URL": "https://omanscience.com/en/articles/filtering-and-m-ary-detection-of-markov-modulated-mean-reverting-model",
        "language": "en",
        "issued": {
            "date-parts": [
                [
                    2010
                ]
            ]
        },
        "container-title": "Sultan Qaboos University Journal for Science",
        "volume": "15",
        "page": "87",
        "DOI": "10.24200/squjs.vol15iss0pp87-100",
        "publisher": "Sultan Qaboos University",
        "ISSN": "2308-3921",
        "abstract": "In an earlier paper we developed a stochastic model incorporating a double-Markov modulated mean-reversion model. The model is based on an explicit discretisation of the corresponding continuous time dynamics. Here we discuss parameter estimation via the technique of M-ary detection."
    }
]