APPROXIMATE FILTERING OF PARAMETER DRIVEN PROCESSES

DOI10.1111/j.1467-9892.1982.tb00344.xzbMath0505.60046OpenAlexW2106069426MaRDI QIDQ4742076

Adelchi Azzalini

Publication date: 1982

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1982.tb00344.x

zbMATH Keywords

predictionexponential familiesgamma random variable

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (3)

Mixture Markov regression model with application to mosquito surveillance data analysis ⋮ Stationary state space models for longitudinal data ⋮ State‐space models for multivariate longitudinal data of mixed types

Cites Work

• Unnamed Item
• First-order autoregressive gamma sequences and point processes
• Finite dimensional filter systems in discrete time
• Invariant Conditional Distributions

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