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Volumn 49, Issue 2, 1996, Pages 85-95

Estimation of time varying peak of power spectrum based on non-Gaussian nonlinear state space modeling

Author keywords

Autoregressive model; Nonlinear model; Nonstationary time series; Spectral analysis

Indexed keywords

ESTIMATION; MATHEMATICAL MODELS; NUMERICAL METHODS; SIGNAL FILTERING AND PREDICTION; SPECTRUM ANALYSIS; STATE SPACE METHODS;

EID: 0030102492     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1684(95)00148-4     Document Type: Article
Times cited : (3)

References (10)
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  • 2
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  • 4
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    • Changing spectrum estimation
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  • 5
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    • Kitagawa, G.1
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    • A Monte Carlo filtering and smoothing method for non-Gaussian nonlinear state space models
    • The Institute of Statistical Mathematics
    • G. Kitagawa, "A Monte Carlo filtering and smoothing method for non-Gaussian nonlinear state space models", Research Memorandum, No. 462, The Institute of Statistical Mathematics, 1993.
    • (1993) Research Memorandum, No. 462 , vol.462
    • Kitagawa, G.1
  • 8
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    • A procedure for the modeling of non-stationary time series
    • G. Kitagawa and H. Akaike, "A procedure for the modeling of non-stationary time series", Ann. Inst. Statist. Math., Vol. 30, Part B, 1978, pp. 351-363.
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  • 10
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.