State Space and Unobserved Component Models
From MaRDI portal
Publication:4830106
DOI10.1017/CBO9780511617010zbMath1053.62006OpenAlexW628302673MaRDI QIDQ4830106
No author found.
Publication date: 3 December 2004
Full work available at URL: https://doi.org/10.1017/cbo9780511617010
Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)
Related Items (5)
Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes ⋮ State Space Modeling & Bayesian Inference with Computational Intelligence ⋮ Optimal signal extraction with correlated components ⋮ Decomposition of neurological multivariate time series by state space modelling ⋮ A Monte Carlo method for filtering a marked doubly stochastic Poisson process
Uses Software
This page was built for publication: State Space and Unobserved Component Models