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scientific article; zbMATH DE number 5233782 - MaRDI portal

scientific article; zbMATH DE number 5233782

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Publication:5439333

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zbMath1128.62370MaRDI QIDQ5439333

Juan Carlos Abril

Publication date: 8 February 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

exponential family distributions Kalman filtering and smoothing non-Gaussian time series models approximate Kalman filtering and smoothing posterior mode estimate

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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