Term structure estimation with liquidity-adjusted Ane Nelson Siegel model: A nonlinear state space approach applied to the Indian bond market

2021 ◽  
pp. 1-22
Author(s):  
Sudarshan Kumar ◽  
Vineet Virmani
Keyword(s):  
State Space ◽  
Term Structure ◽  
Bond Market ◽  
State Space Approach ◽  
Structure Estimation ◽  
Nonlinear State ◽  
Space Approach

scholarly journals A nonlinear state-space approach to hysteresis identification

2017 ◽  
Vol 84 ◽  
pp. 171-184 ◽  
Author(s):  
J.P. Noël ◽  
A.F. Esfahani ◽  
G. Kerschen ◽  
J. Schoukens
Keyword(s):  
State Space ◽  
State Space Approach ◽  
Nonlinear State ◽  
Space Approach

Identification of a Wiener-Hammerstein System Using the Polynomial Nonlinear State Space Approach

2009 ◽  
Vol 42 (10) ◽  
pp. 1080-1085 ◽  
Author(s):  
J. Paduart ◽  
L. Lauwers ◽  
R. Pintelon ◽  
J. Schoukens
Keyword(s):  
State Space ◽  
Hammerstein System ◽  
State Space Approach ◽  
Nonlinear State ◽  
Space Approach
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