Filtering via estimating functions
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Publication:1808463
DOI10.1016/S0893-9659(99)00058-0zbMATH Open1008.62096MaRDI QIDQ1808463FDOQ1808463
Authors: A. Thavaneswaran, Mary E. Thompson 
Publication date: 10 April 2003
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Recommendations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Non-Gaussian State-Space Modeling of Nonstationary Time Series
- Filtering and Smoothing Via Estimating Functions
- Optimal estimation for semimartingales
- Linear Bayes and optimal estimation
- A criterion for filtering in semimartingale models
Cited In (14)
- Conditional Moment Generating Functions for Integrals and Stochastic Integrals
- Modelling progressive filtering
- A higher order correlation unscented Kalman filter
- Filter Functions with Exponential Convergence Order
- Filtering With Heavy Tails
- Title not available (Why is that?)
- Recursive estimation for continuous time stochastic volatility models
- Set-values filtering and smoothing
- Minimal Extrapolations of Filters
- Nonlinear recursive estimation of volatility via estimating functions
- Title not available (Why is that?)
- Combining estimating functions for volatility
- Optimal estimating function for estimation and prediction in semi-parametric models
- Filtering for a logistic equation
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