An algorithm for non-parametric estimation in state–space models - Chau, Thi Tuyet Trang; Ailliot, Pierre; Monbet, Valérie (Computational statistics & data analysis, 2021)
Keywords: algorithms; Conditional particle filter; Continental interfaces, environment; estimation; lead; literature; Local linear regression; methodology; Non-parametric statistics; Ocean, Atmosphere; Sciences of the Universe; SEM algorithm; State–space models; statistical inference; time series analysis; Conditional particle filter; State–space models; Non-parametric statistics; Local linear regression; SEM algorithm