scholarly journals Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods

2012 ◽  
Author(s):  
Joshua C. C. Chan ◽  
Rodney W. Strachan
Keyword(s):  
State Space ◽  
State Space Models ◽  
Gaussian State ◽  
Non Linear ◽  
Non Gaussian

scholarly journals DETECTION LIMITS FOR LINEAR NON-GAUSSIAN STATE-SPACE MODELS

2006 ◽  
Vol 39 (13) ◽  
pp. 282-287 ◽  
Author(s):  
Gustaf Hendeby ◽  
Fredrik Gustafsson
Keyword(s):  
State Space ◽  
Detection Limits ◽  
State Space Models ◽  
Gaussian State ◽  
Non Gaussian

scholarly journals Predicting crypto-currencies using sparse non-Gaussian state space models

2018 ◽  
Vol 37 (6) ◽  
pp. 627-640 ◽  
Author(s):  
Christian Hotz-Behofsits ◽  
Florian Huber ◽  
Thomas Otto Zörner
Keyword(s):  
State Space ◽  
State Space Models ◽  
Gaussian State ◽  
Non Gaussian

A non-linear and non-Gaussian state-space model for censored air pollution data

2005 ◽  
Vol 16 (2) ◽  
pp. 167-180 ◽  
Author(s):  
Craig J. Johns ◽  
Robert H. Shumway
Keyword(s):  
Air Pollution ◽  
State Space ◽  
State Space Model ◽  
Gaussian State ◽  
Space Model ◽  
Non Linear ◽  
Non Gaussian
Sign in / Sign up

Export Citation Format

Share Document