A closed-form filter for binary time series (Q2058780)
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scientific article; zbMATH DE number 7442046
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A closed-form filter for binary time series |
scientific article; zbMATH DE number 7442046 |
Statements
A closed-form filter for binary time series (English)
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9 December 2021
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dynamic probit model
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Kalman filter
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particle filter
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state-space model
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SUN
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0.770680844783783
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0.7571414709091187
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0.754112958908081
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0.742725133895874
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0.7398908734321594
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