scientific article; zbMATH DE number 4174041

MaRDI QIDQ3198626zbMATH OpenFDO

Authors Tomáš Cipra

Publication date 1990

Full work available at URL https://eudml.org/doc/17880

zbMATH Keywords

non-Gaussian linear filtering

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(6)

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• Approximate Bayesian approach to non-Gaussian estimation in a linear model with dependent state and noise vectors

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