Non-Gaussian State—Space Modeling of Nonstationary Time Series-Reference-Cited by-同舟云学术

Non-Gaussian State—Space Modeling of Nonstationary Time Series

Published:1987-12 Issue:400 Volume:82 Page:1032-1041
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Kitagawa Genshiro

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/01621459.1987.10478534

Reference24 articles.

1. Akaike, H. “Information Theory and an Extension of the Maximum Likelihood Principle,”. Second International Symposium on Information Theory. Edited by: Petrov, B. N. and Caski, F. pp.267–281. Budapest: Akademiai Kiado.

2. Trend estimation with missing observations

3. Nonlinear Bayesian estimation using Gaussian sum approximations

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