Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Christoffer M. Albertsen

State-Space Models’ Dirty Little Secrets: Even Simple Linear Gaussian Models Can Have Estimation Problems

Scientific Reports
Multidisciplinary
2016English

Related publications

Marginalized Predictive Likelihood Comparisons of Linear Gaussian State-Space Models With Applications to DSGE, DSGE-VAR, and VAR Models

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2016English

Deep Inference for Covariance Estimation: Learning Gaussian Noise Models for State Estimation

2018English

Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models

SSRN Electronic Journal
2012English

Non-Linear Gaussian Sovereign CDS Pricing Models

Quantitative Finance
EconomicsEconometricsFinance
2018English

Marginalized Particle Filters for Mixed Linear/Nonlinear State-Space Models

IEEE Transactions on Signal Processing
Electronic EngineeringSignal ProcessingElectrical
2005English

Network Estimation in State Space Models With L1-Regularization Constraint

Afrika Statistika
2017English

Approximate Smoothing and Parameter Estimation in High-Dimensional State-Space Models

IEEE Transactions on Signal Processing
Electronic EngineeringSignal ProcessingElectrical
2017English

Estimation of Single-Gaussian and Gaussian Mixture Models for Pattern Recognition

Lecture Notes in Computer Science
Computer ScienceTheoretical Computer Science
2013English

Bayesian Estimation of Non-Gaussian Stochastic Volatility Models

Journal of Mathematical Finance
2014English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy