Pages that link to "Item:Q2347553"
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The following pages link to Fitting EXPAR models through the extended Kalman filter (Q2347553):
Displaying 12 items.
- On Kalman filtering, posterior mode estimation and Fisher scoring in dynamic exponential family regression (Q750064) (← links)
- Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745) (← links)
- Exploring decline curve residual modeling using Kalman filter (Q2815876) (← links)
- (Q4998868) (← links)
- Second-order extended particle filter with exponential family observation model (Q5036862) (← links)
- Detecting exponential component in autoregressive models: comparative study between several tests of nonlinearity (Q5082779) (← links)
- Estimation in periodic restricted EXPAR(1) models (Q5085063) (← links)
- Nonlinear least squares estimation of the periodic <i>EXPAR</i>(1) model (Q5093721) (← links)
- Adaptive test for periodicity in restrictive EXPAR(p) models (Q5095993) (← links)
- Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise (Q6061284) (← links)
- Cauchy kernel correntropy-based robust multi-innovation identification method for the nonlinear exponential autoregressive model in non-Gaussian environment (Q6577233) (← links)
- Data filtering-based recursive identification for an exponential autoregressive moving average model by using the multi-innovation theory (Q6609011) (← links)
