Keyword : non-Gaussian non-linear time series model

Knowledge Discovery and Self-Organizing State Space Model
Tomoyuki HIGUCHI Genshiro KITAGAWA 
Publication:   IEICE TRANSACTIONS on Information and Systems
Publication Date: 2000/01/25
Vol. E83-D  No. 1 ; pp. 36-43
Type of Manuscript:  INVITED PAPER (Special Issue on Surveys on Discovery Science)
non-Gaussian non-linear time series modelgeneralized state space modelself-organizing state space modelhierarchical structure modelBayesian model
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