APPROXIMATE FILTERING OF PARAMETER DRIVEN PROCESSES

DOI10.1111/J.1467-9892.1982.TB00344.XMaRDI QIDQ4742076zbMATH OpenOpenAlexFDO

Authors Adelchi Azzalini

Publication date 1982

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1982.tb00344.x

zbMATH Keywords

exponential familiesgamma random variableprediction

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

Cites work

• Finite dimensional filter systems in discrete time
• First-order autoregressive gamma sequences and point processes
• scientific article; zbMATH DE number 3347994 (Why is no real title available?)
• Invariant Conditional Distributions

Cited in

(3)

• Stationary state space models for longitudinal data
• Mixture Markov regression model with application to mosquito surveillance data analysis
• State‐space models for multivariate longitudinal data of mixed types

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