Approximate Representation for Multivariate Time Series Generated by Nonlinear Systems by using the Covariance Structure Analysis and its Applications - Collections

＜departmental bulletin paper＞
Approximate Representation for Multivariate Time Series Generated by Nonlinear Systems by using the Covariance Structure Analysis and its Applications

Creator	Author PID K002260 Creator Name 時永, 祥三 Tokinaga, Shozo トキナガ, ショウゾウ Affiliation Affiliation Name 九州大学 : 名誉教授 Kyushu University : Professor Emeritus
Creator	Creator Name 池田, 欽一 Ikeda, Yoshikazu イケダ, ヨシカズ Affiliation Affiliation Name 北九州市立大学経済学部 : 准教授 Faculty of Economics and Business Administration, The University of Kitakyushu : Associate Professor
Language	Japanese
Publisher	九州大学経済学会
Publisher	Society of Political Economy, Kyushu University
Date	2014-09-25
Source Title	Keizaigaku=Kenkyu (Journal of Political Economy)
Vol	81
Issue	2/3
First Page	43
Last Page	63
Publication Type	Version of Record
Access Rights	open access
JaLC DOI	https://doi.org/10.15017/1470131
Related DOI	http://www.econ.kyushu-u.ac.jp/graduate/gakkai.php
Related URI	http://www.econ.kyushu-u.ac.jp/graduate/gakkai.php
Relation	http://www.econ.kyushu-u.ac.jp/graduate/gakkai.php
Table of Contents	1 まえがき 2 非線形システムの生成する多変量時系列と共分散構造分析 3 非線形システムの生成する多変量時系列とPF状態推定 4 応用例 5 むすび

File	FileType	Size	Views	Description
p043	pdf	2.41 MB	1,253

Record ID	1470131
Peer-Reviewed	Unrefereed
Subject Terms	共分散構造分析
	Covariance Structure Analysis
	近似表現
	Approximate representation
	粒子フィルタ
	Particle Filter
	状態推定
	State estimation
ISSN	0022-975X
NCID	AN00070058
Temporal	現代
Temporal	Contemporary
Created Date	2014.10.16
Modified Date	2022.02.10