The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother (Q1895418)
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scientific article; zbMATH DE number 786355
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| English | The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother |
scientific article; zbMATH DE number 786355 |
Statements
The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother (English)
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18 October 1995
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non-Gaussian filter
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Gaussian mixture
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outliers
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Gaussian-sum smoother
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two filter formula
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non-Gaussian state space modeling
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times series
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non- Gaussian smoother
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seasonal adjustment of economic time series
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0.8061136603355408
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0.7988187074661255
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0.7887831330299377
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0.7858535647392273
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