Results 11 to 20 of about 2,190,945 (258)

State Space Methods in gretl

Journal of Statistical Software, 2011
gretl is a general-purpose econometric package, whose most important characteristic is being free software. This ensures that its source code is freely available under the general public license (GPL) and, like most GPL software, that it can be used free
Riccardo Lucchetti
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Statistical Software for State Space Methods

Journal of Statistical Software, 2011
In this paper we review the state space approach to time series analysis and establish the notation that is adopted in this special volume of the Journal of Statistical Software.
Jacques J. F. Commandeur, Siem Jan Koopman, Marius Ooms   +2 more
doaj   +1 more source

State Space Methods in Ox/SsfPack

Journal of Statistical Software, 2011
The use of state space models and their inference is illustrated using the package SsfPack for Ox. After a rather long introduction that explains the use of SsfPack and many of its functions, four case-studies illustrate the practical implementation of ...
Matteo M. Pelagatti
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State Space Methods in Stata

Journal of Statistical Software, 2011
We illustrate how to estimate parameters of linear state-space models using the Stata program sspace. We provide examples of how to use sspace to estimate the parameters of unobserved-component models, vector autoregressive moving-average models, and ...
David M. Drukker, Richard B. Gates
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Fitting State Space Models with EViews

Journal of Statistical Software, 2011
This paper demonstrates how state space models can be fitted in EViews. We first briefly introduce EViews as an econometric software package. Next we fit a local level model to the Nile data.
Filip A. M. Van den Bossche
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State Space Methods in RATS

Journal of Statistical Software, 2011
This paper uses several examples to show how the econometrics program RATS can be used to analyze state space models. It demonstrates Kalman filtering and smoothing, estimation of hyperparameters, unconditional and conditional simulation.
Thomas Doan
doaj   +3 more sources

The STAMP Software for State Space Models

Journal of Statistical Software, 2011
This paper reviews the use of STAMP (Structural Time Series Analyser, Modeler and Predictor) for modeling time series data using state-space methods with unobserved components.
Roy Mendelssohn
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Markov chain Monte Carlo methods for state-space models with point process observations [PDF]

, 2012
This letter considers how a number of modern Markov chain Monte Carlo (MCMC) methods can be applied for parameter estimation and inference in state-space models with point process observations.
Niranjan, Mahesan, Girolami, Mark, Yuan, Ke   +2 more
core   +1 more source

Steady-State Analysis and Design Methodology for Class-E2 Resonant DC/DC Converters Based on a Normalized State-Space Model

Eletrônica de Potência, 2020
This paper presents a steady-state analysis and design methodology for the Class-E² resonant DC/DC converter. The converter is represented in a normalized state-space model that is independent of specifications and real system components, like as ...
Lucas S. Mendonça, João Pedro S. Cipriani, Thiago C. Naidon, Fábio E. Bisogno   +3 more
doaj   +1 more source

Recursive prediction error methods for online estimation in nonlinear state-space models [PDF]

Modeling, Identification and Control, 1994
Several recursive algorithms for online, combined state and parameter estimation in nonlinear state-space models are discussed in this paper. Well-known algorithms such as the extended Kalman filter and alternative formulations of the recursive ...
Dag Ljungquist, Jens G. Balchen
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