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Property / full work available at URL: https://doi.org/10.1080/00949655.2010.485315 / rank
 
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Latest revision as of 14:50, 6 July 2024

scientific article; zbMATH DE number 6182242
Language Label Description Also known as
English
Nonparametric particle filtering and smoothing with quasi-Monte Carlo sampling
scientific article; zbMATH DE number 6182242

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    Nonparametric particle filtering and smoothing with quasi-Monte Carlo sampling (English)
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    28 June 2013
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    general state-space model
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    sequential Monte Carlo
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    nonparametric density estimation
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    multivariate frequency polygon
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    multivariate stochastic volatility
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    high frequency
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