Browsing Thèses et mémoires de l’Université de Montréal by Subject "Nonlinéaire"
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Essays on numerically efficient inference in nonlinear and non-Gaussian state space models, and commodity market analysis
(2013-11-07)The first two articles build procedures to simulate vector of univariate states and estimate parameters in nonlinear and non Gaussian state space models. We propose state space speci fications that offer more flexibility in modeling dynamic relationship ...