Non-gaussian state—space modeling of nonstationary time series

Journal of the American Statistical Association

Volumn 82, Issue 400, 1987, Pages 1032-1041

  Kitagawa, Genshiro ^a  

^a INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

Akaike information criterion; Filter; Likelihood; Nonlinear system; Smoothing; Smoothness prior

Indexed keywords

EID: 84950459387     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1987.10478534     Document Type: Article

References (24)

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