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dc.contributor.author
Hürzeler, Markus
dc.contributor.author
Künsch, Hansruedi
dc.date.accessioned
2017-06-13T01:38:51Z
dc.date.available
2017-06-13T01:38:51Z
dc.date.issued
1995
dc.identifier.uri
http://hdl.handle.net/20.500.11850/142042
dc.identifier.doi
10.3929/ethz-a-001438927
dc.language.iso
en
dc.publisher
Seminar für Statistik, ETH
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
KALMAN-FILTER (THEORIE DER REGELUNGSSYSTEME)
dc.subject
STOCHASTISCHE APPROXIMATION + MONTE-CARLO-METHODEN (STOCHASTIK)
dc.subject
ZEITREIHENANALYSE (MATHEMATISCHE STATISTIK)
dc.subject
ROBUSTE STATISTIK (PARAMETRISCHE STATISTIK)
dc.subject
KALMAN FILTERING (CONTROL SYSTEMS THEORY)
dc.subject
STOCHASTIC APPROXIMATION + MONTE CARLO METHODS (STOCHASTICS)
dc.subject
TIME SERIES ANALYSIS (MATHEMATICAL STATISTICS)
dc.subject
ROBUST STATISTICS (PARAMETRIC STATISTICS)
dc.title
Monte Carlo approximations for general state space models
dc.type
Working Paper
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.journal.title
Research report / Seminar für Statistik, Eidgenössische Technische Hochschule Zürich
ethz.journal.volume
73
ethz.size
21 Bl.
ethz.code.ddc
5 - Science::510 - Mathematics
ethz.identifier.nebis
001438927
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02537 - Seminar für Statistik (SfS) / Seminar for Statistics (SfS)
ethz.date.deposited
2017-06-13T01:39:04Z
ethz.source
ECOL
ethz.identifier.importid
imp593669f9c6ffa50793
ethz.ecolpid
eth:22410
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-13T01:31:55Z
ethz.rosetta.lastUpdated
2018-11-03T19:25:30Z
ethz.rosetta.versionExported
true
ethz.COinS
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