Particle approximations of the score and observed information matrix in state space models with application to parameter estimation (Q115657): Difference between revisions

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@@ Property / publication date @@
+April 2011Timestamp +2011-04-19T00:00:00Z
Timezone +00:00
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++2011-04-19T00:00:00Z
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@@ Property / publication date: 19 April 2011 / rank @@
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@@ Property / author @@
+George Poyiadjis
@@ Property / author: George Poyiadjis / rank @@
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@@ Property / author @@
+Arnaud Doucet
@@ Property / author: Arnaud Doucet / rank @@
+Normal rank
@@ Property / author @@
+Sumeetpal S. Singh
@@ Property / author: Sumeetpal S. Singh / rank @@
+Normal rank
@@ Property / title @@
+Particle approximations of the score and observed information matrix in state space models with application to parameter estimation (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.62093
@@ Property / zbMATH Open document ID: 1214.62093 / rank @@
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@@ Property / full work available at URL @@
+https://semanticscholar.org/paper/d939849d62fc5014d6a6cda90f331e28d1bfc7bb
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C60
@@ Property / Mathematics Subject Classification ID: 65C60 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F10
@@ Property / Mathematics Subject Classification ID: 62F10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+Y20
@@ Property / Mathematics Subject Classification ID: 65Y20 / rank @@
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@@ Property / zbMATH DE Number @@
+5880029
@@ Property / zbMATH DE Number: 5880029 / rank @@
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@@ Property / zbMATH Keywords @@
+observed information matrix
@@ Property / zbMATH Keywords: observed information matrix / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+particle method
@@ Property / zbMATH Keywords: particle method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+sequential Monte Carlo simulation
@@ Property / zbMATH Keywords: sequential Monte Carlo simulation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+state space model
@@ Property / zbMATH Keywords: state space model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic approximation
@@ Property / zbMATH Keywords: stochastic approximation / rank @@
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+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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+W2010522529
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@@ links / mardi / name / links / mardi / name @@
+Publication:115657

Revision as of 19:16, 19 March 2024

scientific article

Language	Label	Description	Also known as
English	Particle approximations of the score and observed information matrix in state space models with application to parameter estimation	scientific article