Browsing by Subject "state space models"
Now showing items 1-2 of 2
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NLNG: A R Package for State Space Models
(2019-08-30)State space models require the ability to perform filtering, smoothing and prediction during analysis. To perform these procedures fairly complex computational algorithms are required. There is a consequent need for ... -
Parameter Estimation for Nonlinear State Space Models
(2012-04-24)This thesis explores the methodology of state, and in particular, parameter estimation for time series datasets. Various approaches are investigated that are suitable for nonlinear models and non-Gaussian observations ...
