Filtering and Smoothing via Estimating Functions
暂无分享,去创建一个
[1] P. Ferreira. Estimating equations in the presence of prior knowledge , 1982 .
[2] A criterion for filtering in semimartingale models , 1988 .
[3] Terrence P. McGarty. Stochastic systems and state estimation , 1974 .
[4] B. Anderson,et al. Optimal Filtering , 1979, IEEE Transactions on Systems, Man, and Cybernetics.
[5] D. P. Gaver,et al. First-order autoregressive gamma sequences and point processes , 1980, Advances in Applied Probability.
[6] G. Kitagawa. Non-Gaussian State—Space Modeling of Nonstationary Time Series , 1987 .
[7] A F Smith,et al. Monitoring renal transplants: an application of the multiprocess Kalman filter. , 1983, Biometrics.
[8] Ben Zehnwirth,et al. A Generalization of the Kalman Filter for Models with State-Dependent Observation Variance , 1988 .
[9] M. E. Welch,et al. Bayesian analysis of time series and dynamic models , 1990 .
[10] M. West,et al. Dynamic Generalized Linear Models and Bayesian Forecasting , 1985 .
[11] Andrew Harvey,et al. Time Series Models. , 1983 .
[12] Bovas Abraham,et al. ESTIMATION FOR NON‐LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS , 1988 .
[13] V. P. Godambe. The foundations of finite sample estimation in stochastic processes , 1985 .
[14] Nicholas G. Polson,et al. A Monte Carlo Approach to Nonnormal and Nonlinear State-Space Modeling , 1992 .
[15] A. Jazwinski. Stochastic Processes and Filtering Theory , 1970 .
[16] V. P. Godambe,et al. An extension of quasi-likelihood estimation , 1989 .
[17] K. Liang,et al. Extension of the Stein Estimating Procedure through the Use of Estimating Functions , 1990 .
[18] L. Fahrmeir. Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models , 1992 .