Pages that link to "Item:Q3787329"
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The following pages link to Non-Gaussian State-Space Modeling of Nonstationary Time Series (Q3787329):
Displaying 50 items.
- Nonlinear filters based on taylor series expansions<sup>∗</sup> (Q4337190) (← links)
- (Q4356566) (← links)
- Monte carlo filter using the genetic algorithm operators (Q4361980) (← links)
- Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals (Q4409372) (← links)
- Nonlinear State-Space Models With State-Dependent Variances (Q4468454) (← links)
- On markov chain monte carlo methods for nonlinear and non-gaussian state-space models (Q4488750) (← links)
- Monte Carlo Kalman filter and smoothing for multivariate discrete state space models (Q4527905) (← links)
- Nonlinear and non-gaussian state estimation: A quasi-optimal estimator (Q4541690) (← links)
- A re-examination of Libor rigging: a time-varying cointegration perspective (Q4555146) (← links)
- Testing for persistence in stock returns with GARCH-stable shocks (Q4610232) (← links)
- (Q4614105) (← links)
- Testing for Volatility Co-Movement in Bivariate Stochastic Volatility Models (Q4641637) (← links)
- Fault detection and isolation in non-linear stochastic systems—A combined adaptive Monte Carlo filtering and likelihood ratio approach (Q4652077) (← links)
- A Note on the Filtering for Some Time Series Models (Q4677020) (← links)
- (Q4694428) (← links)
- A COMPUTATIONAL METHOD FOR ESTIMATING DENSITIES OF NON-GAUSSIAN NONSTATIONARY UNIVARIATE TIME SERIES (Q4696573) (← links)
- Signal Extraction Problems in Seismology (Q4831993) (← links)
- Robust estimation iin time series: an approximation to the gaussian sum filter (Q4843850) (← links)
- Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives (Q4943405) (← links)
- A new method for sequential learning of states and parameters for state-space models: the particle swarm learning optimization (Q5036844) (← links)
- Statistical models of near-accident event and pedestrian behavior at non-signalized intersections (Q5044709) (← links)
- (Q5054584) (← links)
- Online Smoothing for Diffusion Processes Observed with Noise (Q5057271) (← links)
- Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters (Q5066397) (← links)
- A Survey of Sequential Monte Carlo Methods for Economics and Finance (Q5080148) (← links)
- DSGE Models with Student-<i>t</i>Errors (Q5080441) (← links)
- Optimized adaptive prediction (Q5123722) (← links)
- Some applications of nonlinear and non-Gaussian state–space modelling by means of hidden Markov models (Q5124974) (← links)
- A family of multivariate non‐gaussian time series models (Q5135318) (← links)
- A New Derivation of the Cubature Kalman Filters (Q5172935) (← links)
- Rapid detection of the switching point in a financial market structure using the particle filter (Q5219476) (← links)
- Nonparametric particle filtering and smoothing with quasi-Monte Carlo sampling (Q5300740) (← links)
- Control Variates for the Metropolis–Hastings Algorithm (Q5324876) (← links)
- A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (Q5408111) (← links)
- Estimation of Stochastic Volatility Models: An Approximation to the Nonlinear State Space Representation (Q5460717) (← links)
- Multivariate Stochastic Volatility: A Review (Q5485102) (← links)
- Monte Carlo filters for non-linear state estimation (Q5926165) (← links)
- Modelling the HIV epidemic: A state-space approach (Q5938282) (← links)
- Estimation of unknown parameters in nonlinear and non-Gaussian state-space models (Q5939947) (← links)
- Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling. (Q5941546) (← links)
- Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC (Q5962749) (← links)
- Multivariate online regression analysis with heterogeneous streaming data (Q6059434) (← links)
- Integrated population models: achieving their potential (Q6100194) (← links)
- Continuous-time state-space modelling of the hot hand in basketball (Q6107424) (← links)
- A point mass proposal method for Bayesian state-space model fitting (Q6117022) (← links)
- Asymmetry in stochastic volatility models with threshold and time-dependent correlation (Q6138232) (← links)
- Doubly-online changepoint detection for monitoring health status during sports activities (Q6179135) (← links)
- Maximum likelihood estimation of latent Markov models using closed-form approximations (Q6199638) (← links)
- Modelling time series of counts in epidemiology (Q6573735) (← links)
- Inference of dynamic generalized linear models: on-line computation and appraisal (Q6573847) (← links)
