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Communications in Statistics - Theory and Methods Volume 25, 1996 - Issue 6
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Original Articles

Nonlinear filters based on taylor series expansionsFootnote∗

Hisashi Tanizaki Faculty of Economics, Kobe University, Nadaku, Kobe, 657, Japan
&
Roberto S. Mariano Department of Economics, University of Pennsylvania, Philadelphia, PA, 19104, USA
Pages 1261-1282 | Received 01 Sep 1994, Published online: 27 Jun 2007

Citations (12)

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Read on this site (2)

Hisashi Tanizaki. (2000) Nonlinear and non-gaussian state estimation: A quasi-optimal estimator. Communications in Statistics - Theory and Methods 29:12, pages 2805-2834.
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John Geweke & Hisashi Tanizaki. (1999) On markov chain monte carlo methods for nonlinear and non-gaussian state-space models. Communications in Statistics - Simulation and Computation 28:4, pages 867-894.
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Articles from other publishers (10)

Steven Hiscocks, Jordi Barr, Nicola Perree, James Wright, Henry Pritchett, Oliver Rosoman, Michael Harris, Roisín Gorman, Sam Pike, Peter Carniglia, Lyudmil Vladimirov & Benedict Oakes. (2023) Stone Soup: No Longer Just an Appetiser. Stone Soup: No Longer Just an Appetiser.
Feng Gao, Kaiguo Yan, Jihao Duan, Tingguang Chen & Yan Li. 2023. Intelligent Robotics and Applications. Intelligent Robotics and Applications 142 152 .
Séverine Dubuisson. 2015. Tracking with Particle Filter for High‐Dimensional Observation and State Spaces. Tracking with Particle Filter for High‐Dimensional Observation and State Spaces 163 195 .
Pawe Stano, Zsofia Lendek, Jelmer Braaksma, Robert Babuska, Cees de Keizer & Arnold J. den Dekker. (2013) Parametric Bayesian Filters for Nonlinear Stochastic Dynamical Systems: A Survey. IEEE Transactions on Cybernetics 43:6, pages 1607-1624.
Crossref
Hisashi Tanizaki. 2004. Computational Methods in Statistics and Econometrics. Computational Methods in Statistics and Econometrics.
Hisashi Tanizaki. 2003. Stochastic Processes: Modelling and Simulation. Stochastic Processes: Modelling and Simulation 871 929 .
John Geweke & Hisashi Tanizaki. (2001) Bayesian estimation of state-space models using the Metropolis–Hastings algorithm within Gibbs sampling. Computational Statistics & Data Analysis 37:2, pages 151-170.
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Hisashi Tanizaki & Roberto S Mariano. (1998) Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations. Journal of Econometrics 83:1-2, pages 263-290.
Crossref
Santiago Garrido, Luis Moreno & Carlos Balaguer. 1998. Methodology and Tools in Knowledge-Based Systems. Methodology and Tools in Knowledge-Based Systems 758 767 .
Hisashi Tanizaki. (1997) Nonlinear and nonnormal filters using Monte Carlo methods. Computational Statistics & Data Analysis 25:4, pages 417-439.
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