Statistical methods for general state-space models

Metadata Label Value
Author(s): Hürzeler, Markus
Publisher: Unknown
Citation:

Hürzeler, Markus. Statistical methods for general state-space models. (1998). http://dx.doi.org/10.3929/ethz-a-001943477

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (166.72KB)
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Detailed Information

Metadata Description
Title Statistical methods for general state-space models
Author(s) Hürzeler, Markus
Publication Place Zürich
Publication Date 1998
Notes Diss. Math. Wiss. ETH Zürich, Nr. 12674, 1998. Ref.: H. R. Künsch ; Korref.: P. Bühlmann ; Korref.: P. Embrechts
Language English
DOI http://dx.doi.org/10.3929/ethz-a-001943477
Subject(s) Mathematical Statistics
Mathematics, General
Keyword(s) STATE SPACE METHOD
KALMAN FILTERING
STOCHASTIC MODELS
STOCHASTIC APPROXIMATION
Description File Name MIME Type Size
Abstract   eth-22643-01.pdf application/pdf 166.72KB
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E-Collection record created: Fri, 18 Apr 2008, 21:04:36 CET