Pages that link to "Item:Q963880"
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The following pages link to Parameter estimation of state space models for univariate observations (Q963880):
Displaying 7 items.
- Bias-correction of Kalman filter estimators associated to a linear state space model with estimated parameters (Q286471) (← links)
- A standard error for the estimated state vector of a state-space model (Q1078969) (← links)
- An algorithm for estimating parameters of state-space models (Q1916235) (← links)
- Parametric estimation of hidden Markov models by least squares type estimation and deconvolution (Q2093141) (← links)
- State and parameter estimation of state-space model with entry-wise correlated uniform noise (Q2802395) (← links)
- Parameter Space Restrictions in State Space Models (Q4687251) (← links)
- On an approach to the estimation of the state-variable descriptive parameters for linear continuous-time models (Q4836768) (← links)