Pages that link to "Item:Q3368340"
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The following pages link to Constructing Non-linear Gaussian Time Series by Means of a Simplified State Space Representation (Q3368340):
Displaying 5 items.
- A closed-form filter for binary time series (Q2058780) (← links)
- A new filtering inference procedure for a GED state-space volatility model (Q2156805) (← links)
- A new nonlinear formulation for GARCH models (Q2376629) (← links)
- A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS (Q2933192) (← links)
- A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (Q5408111) (← links)