Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 2 of 44993 results
Sort by: relevance publication year

On some problems in the article Efficient Likelihood Estimation in State Space Models

JOURNAL ARTICLE published 1 June 2010 in The Annals of Statistics

Regression Models for Nonstationary Categorical Time Series: Asymptotic Estimation Theory

JOURNAL ARTICLE published 1 March 1987 in The Annals of Statistics

Authors: Heinz Kaufmann

Asymptotically optimal estimation in misspecified time series models

JOURNAL ARTICLE published 1 June 1996 in The Annals of Statistics

Authors: R. Dahlhaus | W. Wefelmeyer

Generalized state-space models for modeling nonstationary EEG time-series

BOOK CHAPTER published 2010 in Modeling Phase Transitions in the Brain

Authors: A. Galka | K.K.F. Wong | T. Ozaki

State-space Models and the Kalman Filter

BOOK CHAPTER published 13 January 1996 in Time Series and Dynamic Models

Time Invariant State Space Models with Inputs

BOOK CHAPTER published 2016 in Multivariate Time Series With Linear State Space Structure

Authors: Víctor Gómez

Sparse space–time models: Concentration inequalities and Lasso

JOURNAL ARTICLE published 1 November 2020 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: G. Ost | P. Reynaud-Bouret

ESTIMATION FOR THE FIRST‐ORDER DIAGONAL BILINEAR TIME SERIES MODEL

JOURNAL ARTICLE published May 1990 in Journal of Time Series Analysis

Authors: Won Kyung Kim | L. Billard | I. V. Basawa

Maximum Likelihood Estimation of VARMA Models Using a State‐Space EM Algorithm

JOURNAL ARTICLE published September 2007 in Journal of Time Series Analysis

Authors: Konstantinos Metaxoglou | Aaron Smith

A State space approach to bootstrapping conditional forecasts in arma models

JOURNAL ARTICLE published November 2002 in Journal of Time Series Analysis

Authors: KENT D. WALL | DAVID S. STOFFER

Real time state estimation of multi-converter DC power electronic systems using generalized state space averaging method

PROCEEDINGS ARTICLE published in 2002 IEEE 33rd Annual IEEE Power Electronics Specialists Conference. Proceedings (Cat. No.02CH37289)

Authors: A. Emadi | A. Abur

Regularized estimation in sparse high-dimensional time series models

JOURNAL ARTICLE published 1 August 2015 in The Annals of Statistics

Authors: Sumanta Basu | George Michailidis

Linear state space models

BOOK CHAPTER published 3 May 2012 in Time Series Analysis by State Space Methods

Authors: J. Durbin | S.J. Koopman

State Space Models

BOOK CHAPTER published in Modeling Financial Time Series with S-PLUS®

State space models of dynamic systems

BOOK CHAPTER published 28 November 2007 in Time Series Analysis

State Space Models

BOOK CHAPTER published in Modeling Financial Time Series with S-PLUS®

State Space Models

BOOK CHAPTER published in New Introduction to Multiple Time Series Analysis

State Space Models of Time Series

BOOK CHAPTER published 2020 in Time Series in Economics and Finance

Authors: Tomas Cipra

Joint Parameter and Time-Delay Estimation for a Class of Nonlinear Time-Series Models

JOURNAL ARTICLE published 2022 in IEEE Signal Processing Letters

Research funded by National Natural Science Foundation of China (61873111) | Higher Education Discipline Innovation Project (B12018)

Authors: Huan Xu | Feng Ding | Benoit Champagne

Introduction to state space time series analysis

BOOK CHAPTER published 10 June 2004 in State Space and Unobserved Component Models

Authors: James Durbin