scientific article; zbMATH DE number 775743

From MaRDI portal

Publication:4839938

Jump to:navigation, search

zbMath0826.62064MaRDI QIDQ4839938

Genshiro Kitagawa

Publication date: 28 November 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

prediction likelihood filtering AIC nonlinear state space model non-Gaussian distribution nonlinear state space approach smoothing of time series

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Computational Methods for Time Series Analysis ⋮ Applications of quasi-periodic oscillation models to seasonal small count time series.

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4839938&oldid=19175430"