A NON-GAUSSIAN STATE-SPACE MODEL AND APPLICATION TO PREDICTION OF RECORDS

被引:0
|
作者
SMITH, RL [1 ]
MILLER, JE [1 ]
机构
[1] UNIV LONDON IMPERIAL COLL SCI & TECHNOL,ASCOT SL5 7PY,BERKS,ENGLAND
关键词
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:79 / 88
页数:10
相关论文
共 50 条
  • [21] Fast fitting of non-Gaussian state-space models to animal movement data via Template Model Builder
    Albertsen, Christoffer Moesgaard
    Whoriskey, Kim
    Yurkowski, David
    Nielsen, Anders
    Flemming, Joanna Mills
    ECOLOGY, 2015, 96 (10) : 2598 - 2604
  • [22] A simulation based algorithm for optimal quantization in non-linear/non-Gaussian state-space models
    Tadic, VB
    Doucet, A
    PROCEEDINGS OF THE 2004 AMERICAN CONTROL CONFERENCE, VOLS 1-6, 2004, : 5408 - 5413
  • [23] Some applications of nonlinear and non-Gaussian state-space modelling by means of hidden Markov models
    Langrock, Roland
    JOURNAL OF APPLIED STATISTICS, 2011, 38 (12) : 2955 - 2970
  • [24] Stochastic model specification search for Gaussian and partial non-Gaussian state space models
    Fruehwirth-Schnatter, Sylvia
    Wagner, Helga
    JOURNAL OF ECONOMETRICS, 2010, 154 (01) : 85 - 100
  • [25] Simulated maximum likelihood applied to non-Gaussian and nonlinear mixed effects and state-space models
    Millar, RB
    AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, 2004, 46 (04) : 543 - 554
  • [26] Non-Gaussian Test Models for Prediction and State Estimation with Model Errors
    Branicki, Michal
    Chen, Nan
    Majda, Andrew J.
    CHINESE ANNALS OF MATHEMATICS SERIES B, 2013, 34 (01) : 29 - 64
  • [27] Non-Gaussian Test Models for Prediction and State Estimation with Model Errors
    Michal Branicki
    Nan Chen
    Andrew J. Majda
    Chinese Annals of Mathematics, Series B, 2013, 34 : 29 - 64
  • [28] Non-gaussian Test Models for Prediction and State Estimation with Model Errors
    Michal BRANICKI
    Nan CHEN
    Andrew J.MAJDA
    Chinese Annals of Mathematics(Series B), 2013, 34 (01) : 29 - 64
  • [29] Application of non-Gaussian multidimensional autoregressive model for climate data prediction
    Ewa Broszkiewicz-Suwaj
    Agnieszka Wyłomańska
    International Journal of Advances in Engineering Sciences and Applied Mathematics, 2021, 13 : 236 - 247
  • [30] Application of non-Gaussian multidimensional autoregressive model for climate data prediction
    Broszkiewicz-Suwaj, Ewa
    Wylomanska, Agnieszka
    INTERNATIONAL JOURNAL OF ADVANCES IN ENGINEERING SCIENCES AND APPLIED MATHEMATICS, 2021, 13 (2-3) : 236 - 247