L<Superscript>1</Superscript>-convergence of smoothing densities in non-parametric state space models
Year of publication: |
2008
|
---|---|
Authors: | Monbet, Valérie ; Ailliot, Pierre ; Marteau, Pierre-François |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 11.2008, 3, p. 311-325
|
Publisher: |
Springer |
Subject: | Filtering | Non parametric density estimation | Smoothing | Stability | State space models | Wind-wave models |
-
On Bayesian filtering for Markov regime switching models
Hashimzade, Nigar, (2024)
-
On Bayesian Filtering for Markov Regime Switching Models
Hashimzade, Nigar, (2024)
-
State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai, (2018)
- More ...
-
Koutroulis, Eftichios, (2021)
-
Ailliot, Pierre, (2009)
-
Ailliot, Pierre, (2009)
- More ...