L1-convergence of smoothing densities in non-parametric state space models

Statistical Inference for Stochastic Processes

Volumn 11, Issue 3, 2008, Pages 311-325

  Monbet, Valérie ^a   Ailliot, Pierre ^a   Marteau, Pierre François ^a  

^a UNIVERSITÉ DE BRETAGNE SUD   (France)

Author keywords

Filtering; Non parametric density estimation; Smoothing; Stability; State space models; Wind wave models

Indexed keywords

EID: 51649096948     PISSN: 13870874     EISSN: 15729311     Source Type: Journal    
DOI: 10.1007/s11203-007-9020-1     Document Type: Article

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