Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms

AStA Advances in Statistical Analysis

Volumn 95, Issue 4, 2011, Pages 375-413

  Singer, Hermann ^a  

^a UNIVERSITY OF HAGEN   (Germany)

Author keywords

Approximate nonlinear filtering; Continuous discrete state space models; It calculus; Kalman filtering; Random fields; Sampling; Spatial models; Stochastic differential equations; Stochastic partial differential equations; Structural equations modeling

Indexed keywords

EID: 81355146431     PISSN: 18638171     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10182-011-0172-3     Document Type: Article

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