A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (Q5408111)
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scientific article; zbMATH DE number 6281714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD |
scientific article; zbMATH DE number 6281714 |
Statements
A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (English)
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8 April 2014
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classical inference
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Bayesian
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forecasting
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nonlinear system evolution
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smoothing
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