A skewed Kalman filter (Q2485999): Difference between revisions

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+https://doi.org/10.1016/j.jmva.2004.06.002
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+W2139679692
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+Q116753176
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+Q3745041
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+The multivariate skew-normal distribution
@@ Property / cites work: The multivariate skew-normal distribution / rank @@
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+Statistical Applications of the Multivariate Skew Normal Distribution
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@@ Property / cites work @@
+SHIFT AND SCALE COUPLING METHODS FOR PERFECT SIMULATION
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+Moments of skew-normal random vectors and their quadratic forms
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+Generalized skew-elliptical distributions and their quadratic forms
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+Additive properties of skew normal random vectors
@@ Property / cites work: Additive properties of skew normal random vectors / rank @@
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+A Bayesian Approach to Short-term Forecasting
@@ Property / cites work: A Bayesian Approach to Short-term Forecasting / rank @@
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+Q4120006
@@ Property / cites work: Q4120006 / rank @@
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+Partial non-Gaussian state space
@@ Property / cites work: Partial non-Gaussian state space / rank @@
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+Q3723549
@@ Property / cites work: Q3723549 / rank @@
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+Bayesian forecasting and dynamic models.
@@ Property / cites work: Bayesian forecasting and dynamic models. / rank @@
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+Publication:2485999