Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms
Year of publication: |
2011
|
---|---|
Authors: | Singer, Hermann |
Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 95.2011, 4, p. 375-413
|
Publisher: |
Springer |
Subject: | Continuous-discrete state space models | Stochastic differential equations | Itô calculus | Sampling | Kalman filtering | Approximate nonlinear filtering | Structural equations modeling | Spatial models | Random fields | Stochastic partial differential equations |
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