Nonlinear state-space models with state-dependent variances
Year of publication: |
2003
|
---|---|
Authors: | Stroud, Jonathan R. ; Müller, Peter ; Polson, Nicholas G. |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 98.2003, 462, p. 377-386
|
Subject: | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Zustandsraummodell | State space model |
-
On deformations, approximations and nonlinear filtering
Hazewinkel, Michiel, (1980)
-
Monfort, Alain, (2015)
-
Inversion copulas from nonlinear state space models with an application to inflation forecasting
Smith, Michael S., (2018)
- More ...
-
Practical filtering with sequential parameter learning
Polson, Nicholas G., (2008)
-
Practical filtering for stochastic volatility models
Stroud, Jonathan R., (2012)
-
Theory and Methods - Nonlinear State-Space Models With State-Dependent Variances
Stroud, Jonathan R., (2003)
- More ...