Bayesian nonparametric dynamic state space modeling with circular latent states

DOI10.1080/15598608.2015.1100562zbMath1420.62390arXiv1408.3041OpenAlexW2109683364MaRDI QIDQ2323159

Satyaki Mazumder, Sourabh Bhattacharya

Publication date: 30 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.3041

zbMATH Keywords

state space modelMarkov-chain Monte Carlokernel convolutioncircular random variablewrapped Gaussian processWeiner process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15)

Related Items (2)

Recent advances in directional statistics ⋮ Nonparametric dynamic state space modeling of observed circular time series with circular latent states: a Bayesian perspective

Uses Software

• astsa

Cites Work

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