NON-GAUSSIAN STATE-SPACE MODELING OF NONSTATIONARY TIME-SERIES

[1] TREND ESTIMATION WITH MISSING OBSERVATIONS [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1980, 32 (03) : 481 - 488

[2] AKAIKE H, 1985, COMPUTER SCI MONOG 1, V22

[3] Akaike H., 1973, 2 INT S INF THEOR, P267

[4] Akaike H., 1980, TRABAJOSDE ESTADISTI, V31, P143, DOI 10.1007/BF02888350

[5] NONLINEAR BAYESIAN ESTIMATION USING GAUSSIAN SUM APPROXIMATIONS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1972, AC17 (04) : 439 - &

[6] Anderson B., 1979, OPTIMAL FILTERING

[7] DIGITAL SYNTHESIS OF NON-LINEAR FILTERS [J]. AUTOMATICA, 1971, 7 (03) : 287 - &

[8] SURVEY OF STATISTICAL WORK ON MACKENZIE RIVER SERIES OF ANNUAL CANADIAN LYNX TRAPPINGS FOR YEARS 1821-1934 AND A NEW ANALYSIS [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1977, 140 : 411 - 431

[9] DEFIGUEIREDO RJP, 1971, 2ND P S NONL EST THE, P127

[10] GERSCH W, 1984, 23RD IEEE C DEC CONT, P363

[1] TREND ESTIMATION WITH MISSING OBSERVATIONS [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1980, 32 (03) : 481 - 488

[2] AKAIKE H, 1985, COMPUTER SCI MONOG 1, V22

[3] Akaike H., 1973, 2 INT S INF THEOR, P267

[4] Akaike H., 1980, TRABAJOSDE ESTADISTI, V31, P143, DOI 10.1007/BF02888350

[5] NONLINEAR BAYESIAN ESTIMATION USING GAUSSIAN SUM APPROXIMATIONS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1972, AC17 (04) : 439 - &

[6] Anderson B., 1979, OPTIMAL FILTERING

[7] DIGITAL SYNTHESIS OF NON-LINEAR FILTERS [J]. AUTOMATICA, 1971, 7 (03) : 287 - &

[8] SURVEY OF STATISTICAL WORK ON MACKENZIE RIVER SERIES OF ANNUAL CANADIAN LYNX TRAPPINGS FOR YEARS 1821-1934 AND A NEW ANALYSIS [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1977, 140 : 411 - 431

[9] DEFIGUEIREDO RJP, 1971, 2ND P S NONL EST THE, P127

[10] GERSCH W, 1984, 23RD IEEE C DEC CONT, P363