Fast smoothing in switching approximations of non-linear and non-Gaussian models (Q1658350)
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scientific article; zbMATH DE number 6917761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast smoothing in switching approximations of non-linear and non-Gaussian models |
scientific article; zbMATH DE number 6917761 |
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Fast smoothing in switching approximations of non-linear and non-Gaussian models (English)
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14 August 2018
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smoothing in nonlinear systems
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stochastic volatility
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optimal statistical smoother
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conditionally Gaussian linear state-space models
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conditionally Markov switching hidden linear models
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