Nonparametric multi-step prediction in nonlinear state space dynamic systems

DOI10.1016/j.spl.2010.09.020zbMath1206.62065OpenAlexW2004276328MaRDI QIDQ618008

Jean-Pierre Vila

Publication date: 14 January 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.09.020

zbMATH Keywords

smoothingfilteringkernel density estimators

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07)

Related Items (3)

Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems ⋮ Enhanced consistency of the resampled convolution particle filter ⋮ Predictive control of discrete time stochastic nonlinear state space dynamical systems: a particle nonparametric approach

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