Non‐Gaussian Filter and Smoother Based on the Pearson Distribution System (Q4828165)
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scientific article; zbMATH DE number 2118727
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non‐Gaussian Filter and Smoother Based on the Pearson Distribution System |
scientific article; zbMATH DE number 2118727 |
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Non‐Gaussian Filter and Smoother Based on the Pearson Distribution System (English)
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24 November 2004
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general state space model
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non-Gaussian filter
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Pearson distribution system
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stochastic volatility model
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