Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962): Difference between revisions
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Revision as of 22:46, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms |
scientific article |
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Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (English)
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8 May 2012
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continuous-discrete state space models
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stochastic differential equations
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Itô calculus
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sampling
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Kalman filtering
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approximate nonlinear filtering
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structural equations modeling
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spatial models
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random fields
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stochastic partial differential equations
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