An algorithm for non-parametric estimation in state-space models
type: Item
instance of: scholarly article
title: An algorithm for non-parametric estimation in state-space models
author: Thi Tuyet Trang Chau
author: Pierre Ailliot
author: Valérie Monbet
published in: Computational Statistics and Data Analysis
publication date: 2021-05-07T00:00:00Z
full work available at URL: https://arxiv.org/abs/2006.09525
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7345908
zbMATH Keywords: state-space models
zbMATH Keywords: non-parametric statistics
zbMATH Keywords: SEM algorithm
zbMATH Keywords: local linear regression
zbMATH Keywords: conditional particle filter
MaRDI profile type: Publication
OpenAlex ID: W3049461796
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DOI: 10.1016/J.CSDA.2020.107062
description: scientific article; zbMATH DE number 7345908