On particle methods for parameter estimation in state-space models (Q254462): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1412.8695 / rank | |||
Normal rank | |||
Latest revision as of 12:44, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On particle methods for parameter estimation in state-space models |
scientific article |
Statements
On particle methods for parameter estimation in state-space models (English)
0 references
8 March 2016
0 references
Bayesian inference
0 references
maximum likelihood inference
0 references
particle filtering
0 references
sequential Monte Carlo
0 references
state-space models
0 references
