Pages that link to "Item:Q5173266"
From MaRDI portal
The following pages link to Robust and Trend-Following Student's t Kalman Smoothers (Q5173266):
Displaying 11 items.
- Robust Kalman tracking and smoothing with propagating and non-propagating outliers (Q123767) (← links)
- Smoothed state estimates under abrupt changes using sum-of-norms regularization (Q417799) (← links)
- Generalized Kalman smoothing: modeling and algorithms (Q1678609) (← links)
- Maximum conditional probability stochastic controller for linear systems with additive Cauchy noises (Q2055337) (← links)
- Fast robust methods for singular state-space models (Q2280717) (← links)
- Offline state estimation for hybrid systems via nonsmooth variable projection (Q2307561) (← links)
- Joint maximum \textit{a posteriori} state path and parameter estimation in stochastic differential equations (Q2409264) (← links)
- Recursive maximum likelihood estimation with \(t\)-distribution noise model (Q2665639) (← links)
- Scenario analysis for derivative portfolios via dynamic factor models (Q4991043) (← links)
- Properties of the Characteristic Function Generator of the Two-State Cauchy Estimator (Q5243166) (← links)
- Penalized likelihood smoothing in robust state space models. (Q5953763) (← links)
