Facet browsing currently unavailable
Page 4 of 44996 results
Sort by: relevance publication year
State Space Models BOOK CHAPTER published 2019 in Applied Time Series Analysis |
State space models and the Kalman filter BOOK CHAPTER published 22 February 1990 in Forecasting, Structural Time Series Models and the Kalman Filter |
Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models JOURNAL ARTICLE published December 2017 in Advances in Applied Probability |
Estimation, Filtering, and Smoothing in State Space Models with Incompletely Specified Initial Conditions JOURNAL ARTICLE published 1 December 1985 in The Annals of Statistics |
Maximum Likelihood Estimation for a First‐Order Bifurcating Autoregressive Process with Exponential Errors JOURNAL ARTICLE published November 2005 in Journal of Time Series Analysis |
State-Space Models for Binomial Time Series with Excess Zeros BOOK CHAPTER published 24 January 2018 in Time Series Analysis and Applications |
Asymptotically Efficient Estimation in Semiparametric Generalized Linear Models JOURNAL ARTICLE published 1 August 1995 in The Annals of Statistics |
Rank-based estimation for all-pass time series models JOURNAL ARTICLE published 1 April 2007 in The Annals of Statistics |
Adaptive estimation in time-series models JOURNAL ARTICLE published 1 April 1997 in The Annals of Statistics |
Optimal Gains of FIR Estimators for a Class of Discrete-Time State-Space Models JOURNAL ARTICLE published 2008 in IEEE Signal Processing Letters |
Reply to “On some problems in the article Efficient Likelihood Estimation in State Space Models” by Cheng-Der Fuh [Ann. Statist. 34 (2006) 2026–2068] JOURNAL ARTICLE published 1 April 2010 in The Annals of Statistics |
Properties of State Space Models BOOK CHAPTER published 1987 in Universitext |
LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS JOURNAL ARTICLE published September 1994 in Journal of Time Series Analysis |
State-Space Models BOOK CHAPTER published in Springer Texts in Statistics |
SMC methods for state-space models BOOK CHAPTER published 21 May 2010 in Time Series |
On Particle Methods for Parameter Estimation in State-Space Models JOURNAL ARTICLE published 1 August 2015 in Statistical Science |
State space models BOOK CHAPTER published 2010 in Macroeconometrics and Time Series Analysis |
STATE TRANSITION SPECIFICATION IN STATE‐SPACE MODELS JOURNAL ARTICLE published May 1986 in Journal of Time Series Analysis |
Generalized Point Models BOOK CHAPTER published May 2002 in Generalized Point Models in Structural Mechanics |
Nonparametric Estimation of a Class of Nonlinear Time Series Models BOOK CHAPTER published 1991 in Nonparametric Functional Estimation and Related Topics |