Regularization of Positive Signal Nonparametric Filtering in Multiplicative Observation Model

DOI10.1007/978-3-319-41582-6_7zbMath1366.62063OpenAlexW2520440334MaRDI QIDQ5280080

A. V. Dobrovidov

Publication date: 20 July 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-41582-6_7

zbMATH Keywords

Kalman filternonparametric filteringincomplete statistical informationmultiplicative observation model

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

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• Nonparametric methods of nonlinear filtering of stationary random sequences
• Smoothed cross-validation
• Stable Nonparametric Signal Filtration in Nonlinear Models
• Probability density estimation from sampled data
• Empirical bayes estimation of reliability characteristics for an exponential family
• A General Approach to Nonparametric Empirical Bayes Estimation
• Probability density function estimation using gamma kernels

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