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Q4839938 - MaRDI portal

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scientific article; zbMATH DE number 775743
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scientific article; zbMATH DE number 775743

    Statements

    author
    Genshiro Kitagawa
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    publication date
    28 November 1995
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    Mathematics Subject Classification ID
    62M10
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    65C99
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    65D10
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    zbMATH DE Number
    775743
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    zbMATH Keywords
    likelihood
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    AIC
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    non-Gaussian distribution
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    nonlinear state space approach
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    smoothing of time series
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    prediction
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    filtering
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    nonlinear state space model
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