scientific article; zbMATH DE number 7694527

zbMath1524.60172MaRDI QIDQ6155219

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Publication date: 12 June 2023

Full work available at URL: http://121.43.60.238/sxwlxbA/EN/abstract/abstract16706.shtml

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zbMATH Keywords

kernel methodstate-space modelautoregressionfunction reconstruction

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Applications of functional analysis in probability theory and statistics (46N30)

Cites Work

• Unnamed Item
• On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier
• Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies
• Fitting autoregressive models for prediction
• Statistical predictor identification
• Sequential Monte Carlo Methods for Dynamic Systems
• Estimating a State-Space Model from Point Process Observations
• State-space multitaper time-frequency analysis

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