Search results
From MaRDI portal
- stabilization of fuzzy state space models 1996-06-18 Paper Fast algorithms for optimal FIR filter and smoother of discrete-time state-space models 1994-05-30 Paper...10 bytes (19 words) - 16:18, 6 December 2023
- simulation smoother for state space time series analysis 2004-03-16 Paper Filtering and smoothing of state vector for diffuse state-space models 2003-10-22 Paper...10 bytes (18 words) - 15:35, 10 December 2023
- algorithms for state space models 1989-01-01 Paper A fast algorithm for signal extraction, influence and cross-validation in state space models 1989-01-01...10 bytes (17 words) - 12:29, 28 January 2024
- Time-Invariant State-Space Models 2018-07-09 Paper Unbiased FIR Filtering of Discrete-Time Polynomial State-Space Models 2018-07-09 Paper Bayesian state estimation...10 bytes (18 words) - 15:05, 7 December 2023
- discrete-time state space models 2002-11-13 Paper Receding-horizon unbiased FIR filters for continuous-time state-space models without a priori initial state information...10 bytes (17 words) - 19:33, 9 December 2023
- linear parameter varying state-space models 2014-09-18 Paper Design of cross-directional controllers with optimal steady state performance 2014-08-07 Paper...10 bytes (18 words) - 14:06, 12 December 2023
- conditioned likelihood for a nonstationary state space model 2021-02-18 Paper Single and multiple error state-space models for signal extraction 2020-03-27 Paper...10 bytes (16 words) - 09:55, 9 December 2023
- discrete-time state space models 2002-11-13 Paper Receding-horizon unbiased FIR filters for continuous-time state-space models without a priori initial state information...10 bytes (18 words) - 14:05, 7 December 2023
- conditioned likelihood for a nonstationary state space model 2021-02-18 Paper Single and multiple error state-space models for signal extraction 2020-03-27 Paper...10 bytes (16 words) - 09:55, 9 December 2023
- volatility models: structure and estimation 2020-04-23 Paper On Markov-switching periodicARMAmodels 2018-04-27 Paper Bootstrapping Periodic State-Space Models...10 bytes (16 words) - 09:09, 13 December 2023
- for parameter estimation and state reconstruction in nonlinear state-space models 2023-06-26 Paper Gaussian mixture models for clustering and calibration...10 bytes (16 words) - 15:02, 12 December 2023
- FOR THE STATE SPACE MODEL 1991-01-01 Paper Smoothing and Interpolation with the State-Space Model 1989-01-01 Paper The likelihood for a state space model...10 bytes (18 words) - 12:08, 9 December 2023
- and state price density estimation: arbitrage analysis 2018-10-10 Paper On conditional covariance modelling: an approach using state space models 2018-08-15...10 bytes (16 words) - 19:04, 13 December 2023
- statistic for the hyperparameters in state space models 2022-06-30 Paper Modeling volatility using state space models with heavy tailed distributions 2021-02-19...10 bytes (18 words) - 07:09, 13 December 2023
- conditioned likelihood for a nonstationary state space model 2021-02-18 Paper Single and multiple error state-space models for signal extraction 2020-03-27 Paper...10 bytes (16 words) - 20:35, 11 December 2023
- nonlinear state space models 2009-03-02 Paper Asymptotic properties of particle filter-based maximum likelihood estimators for state space models 2008-03-18...10 bytes (16 words) - 10:34, 7 October 2023
- note on state space representations of locally stationary wavelet time series 2009-01-21 Paper Decomposition of time series models in state-space form 2008-12-11...10 bytes (16 words) - 05:06, 13 December 2023
- Paper Robust estimation for discrete‐time state space models 2022-10-25 Paper Identifiable state‐space models: A case study of the Bay of Fundy sea scallop...10 bytes (18 words) - 23:42, 24 September 2023
- Smoothing for Multivariate State Space Models 2001-03-01 Paper Fast Filtering and Smoothing for Multivariate State Space Models 2000-05-01 Paper...10 bytes (13 words) - 06:00, 7 October 2023
- Smoothing for Multivariate State Space Models 2001-03-01 Paper Fast Filtering and Smoothing for Multivariate State Space Models 2000-05-01 Paper...10 bytes (14 words) - 06:00, 7 October 2023
