Computational Methods for Time Series Analysis (Q3298642): Difference between revisions

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+https://doi.org/10.1007/978-3-642-57489-4_2
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+W2122087381
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+Nonlinear Bayesian estimation using Gaussian sum approximations
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+Q3993534
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+On the optimal and suboptimal nonlinear filtering problem for discrete-time systems
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+Sequential Monte Carlo Methods in Practice
@@ Property / cites work: Sequential Monte Carlo Methods in Practice / rank @@
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+Q4120006
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+Monte carlo filter using the genetic algorithm operators
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+Non-Gaussian State-Space Modeling of Nonstationary Time Series
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+Q4839938
@@ Property / cites work: Q4839938 / rank @@
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+The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother
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+Smoothness priors analysis of time series
@@ Property / cites work: Smoothness priors analysis of time series / rank @@
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+Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems
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+Some aspects of recursive parameter estimation
@@ Property / cites work: Some aspects of recursive parameter estimation / rank @@
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+A Monte Carlo filtering approach for estimating the term structure of interest rates
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