On a state-space modelling for functional data
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00180-007-0049-9.pdf
Reference9 articles.
1. Harvey AC (1990) Forecasting, structural time series models and the Kalman Filter. Cambridge University Press, Cambridge
2. Johansson J, Verhaegen M, Chun TC, Robertsson A (2001) Residual models and stohastic realization in state-space identification. Int J Control 74(10):988–995
3. Larsson E, Söderström T (2002) Identification of continuous-time AR processes from unevenly sampled data. Automatica 38(4):709–718
4. Papoulis A (1980) Probabilidad, Variables Aleatorias y Procesos Estocásticos. EUNIBAR
5. Ruiz JC, Valderrama MJ, Gutiérrez R (1995) Kalman filtering on approximative state space models. J Optim Theory Appl 84(2):415–431
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