Autoregressive Model with Partial Forgetting within Rao-Blackwellized Particle Filter

ISSN： 0361-0918

Source： Communications in Statistics: Simulation and Computation, Vol.41, Iss.5, 2012-05, pp. : 582-589

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Rao distance as a measure of influence in the multivariate linear model

By Gamero M.D.J. Pichardo J.M.M. García J.M. Acosta A.P.

Journal of Applied Statistics, Vol. 29, Iss. 6, 2002-08 ,pp. : 841-854

Taylor & Francis Ltd

Access to resources Recommend Favorite

Influence diagnostics in a vector autoregressive model

By Liu Yonghui Ji Guocheng Liu Shuangzhe

Journal of Statistical Computation and Simulation, Vol. 85, Iss. 13, 2015-09 ,pp. : 2632-2655

Taylor & Francis Ltd

Access to resources Recommend Favorite

Efficient estimation for the conditional autoregressive model

By Ahmed S.E. Hussein A. Al-Momani Marwan

Journal of Statistical Computation and Simulation, Vol. 85, Iss. 13, 2015-09 ,pp. : 2569-2581

Taylor & Francis Ltd

Access to resources Recommend Favorite

Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors

By Ferreira Guillermo

Journal of Applied Statistics, Vol. 40, Iss. 8, 2013-08 ,pp. : 1796-1816

Taylor & Francis Ltd

Access to resources Recommend Favorite

Tail Behavior of a Threshold Autoregressive Stochastic Volatility Model

By Diop Aliou Guegan Dominique

Extremes, Vol. 7, Iss. 4, 2004-12 ,pp. : 367-375

Springer Publishing Company

Access to resources Recommend Favorite