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
  • [31] Asymptotic quasi-likelihood based on kernel smoothing for nonlinear and non-Gaussian state-space models
    Alzghool, Raed
    Lin, Yan-Xia
    WORLD CONGRESS ON ENGINEERING 2007, VOLS 1 AND 2, 2007, : 926 - +
  • [32] STATE-SPACE MODEL FOR RIVER TEMPERATURE PREDICTION
    BRAVO, HR
    KRAJEWSKI, WF
    HOLLY, FM
    WATER RESOURCES RESEARCH, 1993, 29 (05) : 1457 - 1466
  • [33] Linear Gaussian state-space model with irregular sampling: application to sea surface temperature
    Tandeo, Pierre
    Ailliot, Pierre
    Autret, Emmanuelle
    STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, 2011, 25 (06) : 793 - 804
  • [34] Linear Gaussian state-space model with irregular sampling: application to sea surface temperature
    Pierre Tandeo
    Pierre Ailliot
    Emmanuelle Autret
    Stochastic Environmental Research and Risk Assessment, 2011, 25 : 793 - 804
  • [35] Towards a non-Gaussian model of redshift space distortions
    Cuesta-Lazaro, Carolina
    Li, Baojiu
    Eggemeier, Alexander
    Zarrouk, Pauline
    Baugh, Carlton M.
    Nishimichi, Takahiro
    Takada, Masahiro
    MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, 2020, 498 (01) : 1175 - 1193
  • [36] Prediction of machine state for non-Gaussian degradation model using Hidden Markov Model approach
    Janczura, Joanna
    Zulawinski, Wojciech
    Shiri, Hamid
    Barszcz, Tomasz
    Zimroz, Radoslaw
    Wylomanska, Agnieszka
    EKSPLOATACJA I NIEZAWODNOSC-MAINTENANCE AND RELIABILITY, 2025, 27 (01):
  • [37] NON-GAUSSIAN STATE-SPACE MODELING OF NONSTATIONARY TIME-SERIES - ROBUSTNESS, COMPUTATION, AND NON-EUCLIDEAN MODELS - COMMENT
    MARTIN, RD
    RAFTERY, AE
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1987, 82 (400) : 1044 - 1050
  • [38] NGSSEML: Non-Gaussian State Space with Exact Marginal Likelihood
    Santos, Thiago R.
    Franco, Glaura C.
    Gamerman, Dani
    R JOURNAL, 2021, 13 (02): : 208 - 227
  • [39] Merton's Model Application: Non-gaussian Assumption
    Gurny, Petr
    Vitkova, Lucie
    FINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS: 10TH INTERNATIONAL SCIENTIFIC CONFERENCE, PTS I-IV, 2015, : 332 - 340
  • [40] APPLIED STATE-SPACE MODELING OF NON-GAUSSIAN TIME-SERIES USING INTEGRATION-BASED KALMAN FILTERING
    FRUHWIRTHSCHNATTER, S
    STATISTICS AND COMPUTING, 1994, 4 (04) : 259 - 269