Golf Swing Motion Analysis: An Experiment on the Use of Verbal Analysis in Statistical Reasoning H. Akaike OriginalPaper Pages: 1 - 10
Special Issue on Nonlinear Non-Gaussian Models and Related Filtering Methods Genshiro KitagawaTomoyuki Higuchi Preface Pages: 3 - 3
Bayesian Semiparametric Regression Analysis of Multicategorical Time-Space Data Ludwig FahrmeirStefan Lang OriginalPaper Pages: 11 - 30
Fully Bayesian Analysis of Switching Gaussian State Space Models Sylvia Frühwirth-Schnatter OriginalPaper Pages: 31 - 49
A Monte Carlo Filtering Approach for Estimating the Term Structure of Interest Rates Akihiko TakahashiSeisho Sato OriginalPaper Pages: 50 - 62
Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques Hisashi Tanizaki OriginalPaper Pages: 63 - 81
Maximum a Posteriori Sequence Estimation Using Monte Carlo Particle Filters Simon GodsillArnaud DoucetMike West OriginalPaper Pages: 82 - 96
Optimal Estimation and Cramér-Rao Bounds for Partial Non-Gaussian State Space Models Niclas BergmanArnaud DoucetNeil Gordon OriginalPaper Pages: 97 - 112
Estimating Functions for Nonlinear Time Series Models S. Ajay ChandraMasanobu Taniguchi OriginalPaper Pages: 125 - 141
Sequential Estimation for a Functional of the Spectral Density of a Gaussian Stationary Process Takayuki ShiohamaMasanobu Taniguchi OriginalPaper Pages: 142 - 158
Asymptotics for Wavelet Based Estimates of Piecewise Smooth Regression for Stationary Time Series Young K. TruongPrakash N. Patil OriginalPaper Pages: 159 - 178
Web Quantlets for Time Series Analysis Wolfgang HärdleTorsten KleinowRolf Tschernig OriginalPaper Pages: 179 - 188