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  • NLNG: A R Package for State Space Models 

    Hartling, Joey
    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 

    Wong, Jessica (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 ...