Now showing items 1-2 of 2

  • Estimation of dynamic models using kernel density 

    Font, X; Muñoz Gracia, María del Pilar; Martí Recober, Manuel (2002-08)
    Conference lecture
    Restricted access - publisher's policy
    The objective of this work is to present a simple approach to deal with a dynamic model without imposing any assumptions on the error distribution. Using a state-space representation the model does not need any optimization ...
  • Time series estimation through optimal filtering: non-gaussian series 

    Font, X; Muñoz Gracia, María del Pilar; Martí Recober, Manuel (2001-08)
    Conference report
    Restricted access - publisher's policy