✦ LIBER ✦

The Simulation Smoother for Time Series Models

✍ Scribed by Piet de Jong and Neil Shephard

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Simple and Efficient Simulation Smooth

✍ J. Durbin and S. J. Koopman 📂 Article 📅 2002 🏛 Oxford University Press 🌐 English ⚖ 346 KB

Simulation estimation of time-series mod

✍ Bong-Soo Lee; Beth Fisher Ingram 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 553 KB

A Low-Complexity Sliding-Window Kalman F

✍ D. Crouse; P. Willett; Y. Bar-shalom 📂 Article 📅 2010 🏛 IEEE 🌐 English ⚖ 250 KB

Automated smoother for the numerical dec

✍ Marco Vilela; Carlos CH Borges; Susana Vinga; Ana Tereza R Vasconcelos; Helena S 📂 Article 📅 2007 🏛 BioMed Central 🌐 English ⚖ 344 KB

The Scan Sampler for Time Series Models

✍ Piet De Jong 📂 Article 📅 1997 🏛 Oxford University Press 🌐 English ⚖ 875 KB

Combining time series models for forecas

✍ Hui Zou; Yuhong Yang 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 255 KB