Analysis of nonlinear state space model with dependent measurement noises
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Publication:5078098
DOI10.1080/03610926.2018.1459706OpenAlexW2802232480MaRDI QIDQ5078098
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Publication date: 20 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1459706
Density estimation (62G07) Filtering in stochastic control theory (93E11) Parametric inference (62Fxx) Time series analysis of dynamical systems (37M10)
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