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Estimation of dynamic models using kernel density
| dc.contributor.author | Font, X |
| dc.contributor.author | Muñoz Gracia, María del Pilar |
| dc.contributor.author | Martí Recober, Manuel |
| dc.contributor.other | Universitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa |
| dc.date.accessioned | 2011-01-19T12:47:00Z |
| dc.date.available | 2011-01-19T12:47:00Z |
| dc.date.created | 2002-08 |
| dc.date.issued | 2002-08 |
| dc.identifier.citation | Font, X.; Muñoz, M.; Marti, M. Estimation of dynamic models using kernel density. A: International Conference on Computational Statistics. "15th International Conference on Computational Statistics". Berlín: 2002, p. 49-50. |
| dc.identifier.isbn | 0873-4275 |
| dc.identifier.uri | http://hdl.handle.net/2117/11106 |
| dc.description.abstract | 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 procedure to estimate the system parameters because it is optimized during an iterative process of prediction and filtering. The kernel approach obviates the need to estimate the usual unknown paramenters related to error densities. |
| dc.format.extent | 2 p. |
| dc.language.iso | eng |
| dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica::Sèries temporals |
| dc.subject.lcsh | Mathematical models |
| dc.subject.lcsh | Time-series analysis |
| dc.subject.lcsh | Linear models (Statistics) |
| dc.title | Estimation of dynamic models using kernel density |
| dc.type | Conference lecture |
| dc.subject.lemac | Models matemàtics |
| dc.subject.lemac | Sèries temporals -- Anàlisi |
| dc.subject.lemac | Models lineals (Estadística) |
| dc.contributor.group | Universitat Politècnica de Catalunya. LIAM - Laboratori de Modelització i Anàlisi de la Informació |
| dc.rights.access | Restricted access - publisher's policy |
| local.identifier.drac | 2513969 |
| dc.description.version | Postprint (published version) |
| local.citation.author | Font, X.; Muñoz, M.; Marti, M. |
| local.citation.contributor | International Conference on Computational Statistics |
| local.citation.pubplace | Berlín |
| local.citation.publicationName | 15th International Conference on Computational Statistics |
| local.citation.startingPage | 49 |
| local.citation.endingPage | 50 |