Parameter estimation in general state-space models using particle methods (Q1881407): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 05:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation in general state-space models using particle methods |
scientific article |
Statements
Parameter estimation in general state-space models using particle methods (English)
0 references
5 October 2004
0 references
optimal filtering
0 references
sequential Monte Carlo
0 references
state-space models
0 references
nonlinear time series
0 references
