scientific article; zbMATH DE number 2199137
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Publication:5312865
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- Approximate Inference in State-Space Models With Heavy-Tailed Noise
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- Indirect inference for time series using the empirical characteristic function and control variates
- Some applications of nonlinear and non-Gaussian state-space modelling by means of hidden Markov models
- Efficient computation of the maximum a posteriori path and parameter estimation in integrate-and-fire and more general state-space models
- A new look at state-space models for neural data
- The exact likelihood for a state space model with stochastic inputs
- On an integer-valued stochastic intensity model for time series of counts
- Classical inference for time series of count data in parameter-driven models
- Random multiplication versus random sum: autoregressive-like models with integer-valued random inputs
- Quasi-Monte Carlo for highly structured generalised response models
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