80 search results - page 2 / 16 » Nonparametric density estimation for positive time series |
CSDA
2010
13 years 5 months ago
2010
We consider mixtures of parametric densities on the positive reals with a normalized generalized gamma process (Brix, 1999) as mixing measure. This class of mixtures encompasses t...
IJIT
2004
13 years 6 months ago
2004
Corrosion causes many failures in chemical process installations. These failures generate high costs, therefore an effective corrosion monitoring system obtrudes. This paper focuse...
ICASSP
2011
IEEE
12 years 9 months ago
2011
IEEE
In this study, we investigate online Bayesian estimation of the measurement noise density of a given state space model using particle filters and Dirichlet process mixtures. Diri...
IJON
2007
13 years 5 months ago
2007
This article presents the winning solution to the CATS time series prediction competition. The solution is based on classical optimal linear estimation theory. The proposed method...
ICANN
2007
Springer
13 years 7 months ago
2007
Springer
Abstract. A procedure to estimate the parameters of GARCH processes with non-parametric innovations is proposed. We also design an improved technique to estimate the density of hea...