Non‐Gaussian Filter and Smoother Based on the Pearson Distribution System (Q4828165)
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scientific article; zbMATH DE number 2118727
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Non‐Gaussian Filter and Smoother Based on the Pearson Distribution System |
scientific article; zbMATH DE number 2118727 |
Statements
Non‐Gaussian Filter and Smoother Based on the Pearson Distribution System (English)
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24 November 2004
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general state space model
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non-Gaussian filter
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Pearson distribution system
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stochastic volatility model
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0.7103996872901917
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0.7011662125587463
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0.6845921277999878
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