Bandwidth selection in pre-smoothed particle filters (Q340850): Difference between revisions

@@ Property / author @@
-Hans Julius Skaug
@@ Property / author: Hans Julius Skaug / rank @@
-Normal rank
@@ Property / author @@
+Hans Julius Skaug
@@ Property / author: Hans Julius Skaug / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+KernSmooth
@@ Property / describes a project that uses: KernSmooth / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+EnKF
@@ Property / describes a project that uses: EnKF / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3121273833
@@ Property / OpenAlex ID: W3121273833 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.7177
@@ Property / arXiv ID: 1310.7177 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Bayesian estimation using Gaussian sum approximations
+Normal rank
@@ Property / cites work @@
+Euro area inflation persistence in an estimated nonlinear DSGE model
+Normal rank
@@ Property / cites work @@
+Non-linear DSGE models and the optimized central difference particle filter
+Normal rank
@@ Property / cites work @@
+Particle Markov Chain Monte Carlo for Efficient Numerical Simulation
+Normal rank
@@ Property / cites work @@
+SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models
+Normal rank
@@ Property / cites work @@
+Particle-kernel estimation of the filter density in state-space models
+Normal rank
@@ Property / cites work @@
+Efficient Likelihood Evaluation of State-Space Representations
+Normal rank
@@ Property / cites work @@
+Q4819702
@@ Property / cites work: Q4819702 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform Stability of a Particle Approximation of the Optimal Filter Derivative
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo Methods in Practice
@@ Property / cites work: Sequential Monte Carlo Methods in Practice / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating Macroeconomic Models: A Likelihood Approach
+Normal rank
@@ Property / cites work @@
+BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS
+Normal rank
@@ Property / cites work @@
+Bayesian Inference in Econometric Models Using Monte Carlo Integration
+Normal rank
@@ Property / cites work @@
+Q2753031
@@ Property / cites work: Q2753031 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution
+Normal rank
@@ Property / cites work @@
+On correcting for variance inflation in kernel density estimation
+Normal rank
@@ Property / cites work @@
+Gaussian sum particle filtering
@@ Property / cites work: Gaussian sum particle filtering / rank @@
+Normal rank
@@ Property / cites work @@
+Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters
+Normal rank
@@ Property / cites work @@
+Q2753033
@@ Property / cites work: Q2753033 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo Methods for Dynamic Systems
+Normal rank
@@ Property / cites work @@
+Particle filters for continuous likelihood evaluation and maximisation
+Normal rank
@@ Property / cites work @@
+Q4523870
@@ Property / cites work: Q4523870 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2753036
@@ Property / cites work: Q2753036 / rank @@
+Normal rank
@@ Property / cites work @@
+Filtering via Simulation: Auxiliary Particle Filters
+Normal rank
@@ Property / cites work @@
+Likelihood analysis of non-Gaussian measurement time series
+Normal rank
@@ Property / cites work @@
+Practical Filtering with Sequential Parameter Learning
+Normal rank
@@ Property / cites work @@
+Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
+Normal rank
@@ Property / cites work @@
+Q3592129
@@ Property / cites work: Q3592129 / rank @@
+Normal rank
@@ Property / cites work @@
+Solving dynamic general equilibrium models using a second-order approximation to the policy function
+Normal rank
@@ Property / cites work @@
+Q4727203
@@ Property / cites work: Q4727203 / rank @@
+Normal rank
@@ Property / cites work @@
+Bridging the ensemble Kalman filter and particle filters: The adaptive Gaussian mixture filter
+Normal rank
@@ Property / cites work @@
+Q4865051
@@ Property / cites work: Q4865051 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4272808
@@ Property / cites work: Q4272808 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:340850