共 50 条
- [1] State-space stochastic volatility models: A review of estimation algorithms [J]. APPLIED STOCHASTIC MODELS AND DATA ANALYSIS, 1996, 12 (04): : 265 - 279
- [2] DIFFUSION ESTIMATION OF STATE-SPACE MODELS: BAYESIAN FORMULATION [J]. 2014 IEEE INTERNATIONAL WORKSHOP ON MACHINE LEARNING FOR SIGNAL PROCESSING (MLSP), 2014,
- [3] An effcient exact Bayesian method For state space models with stochastic volatility [J]. STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 2021, 25 (02):
- [5] Optimal state estimation for continuous stochastic state-space system with hybrid measurements [J]. INTERNATIONAL JOURNAL OF INNOVATIVE COMPUTING INFORMATION AND CONTROL, 2006, 2 (02): : 357 - 370
- [8] STATE-SPACE GAUSSIAN PROCESS FOR DRIFT ESTIMATION IN STOCHASTIC DIFFERENTIAL EQUATIONS [J]. 2020 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, 2020, : 5295 - 5299
- [9] State-Space Coverage Estimation [J]. 2009 IEEE/ACM INTERNATIONAL CONFERENCE ON AUTOMATED SOFTWARE ENGINEERING, PROCEEDINGS, 2009, : 459 - 467
- [10] State-space coverage estimation [J]. ASE2009 - 24th IEEE/ACM International Conference on Automated Software Engineering, 2009, : 459 - 467