Non-Gaussian State-Space Modeling of Nonstationary Time Series (Q3787329)
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scientific article; zbMATH DE number 4050812
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| English | Non-Gaussian State-Space Modeling of Nonstationary Time Series |
scientific article; zbMATH DE number 4050812 |
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Non-Gaussian State-Space Modeling of Nonstationary Time Series (English)
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1987
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smoothing
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smoothness prior
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likelihood
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Akaike information criterion
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state-space model
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one-step-ahead prediction
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filtering
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non- Gaussian model
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nonlinear models
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robust procedures
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0.9253098
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0.9207231
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