Higher order sigma point filter: a new heuristic for nonlinear time series filtering
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Publication:905348
DOI10.1016/j.amc.2013.06.084zbMath1329.62388OpenAlexW1989674551MaRDI QIDQ905348
Paresh Date, Ksenia Ponomareva
Publication date: 19 January 2016
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: http://bura.brunel.ac.uk/handle/2438/10046
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites Work
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- Random orthogonal matrix simulation
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- A Theory of the Term Structure of Interest Rates
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