Robust Filters for Time Series Data: A Monte-Carlo Comparison
Saved in:
Main Author: | Chow, Hwee Kwan |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
1998
|
Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/soe_research/461 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Similar Items
-
Robust Estimation in Time Series: An Approximation to the Gaussian Sum Filter
by: Chow, Hwee Kwan
Published: (1994) -
Prediction, Filtering, and Smoothing in Nonlinear and Nonnormal Cases Using Monte-Carlo Integration
by: Tanizaki, Hisashi, et al.
Published: (1994) -
M-Estimation of Scale Parameters in a Structural Time Series Model
by: Chow, Hwee Kwan
Published: (1996) -
Estimation of hyperbolic diffusion using Markov chain Monte Carlo method
by: TSE, Yiu Kuen, et al.
Published: (2004) -
Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals
by: Kannika Duangnate, et al.
Published: (2018)