Non-Gaussian State-Space Modeling of Nonstationary Time Series
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Publication:3787329
DOI10.2307/2289375zbMath0644.62088OpenAlexW4229793772MaRDI QIDQ3787329
Publication date: 1987
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2289375
likelihoodsmoothingnonlinear modelsfilteringAkaike information criterionstate-space modelsmoothness priorrobust proceduresnon- Gaussian modelone-step-ahead prediction
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