Estimation of unknown parameters in nonlinear and non-Gaussian state-space models (Q5939947): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4287452 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Simulated Annealing for Function Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4287454 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Gibbs sampling for state space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov chain Monte Carlo in conditionally Gaussian state space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo EM Estimation for Time Series Models Involving Counts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sampling-Based Approaches to Calculating Marginal Densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4369443 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On markov chain monte carlo methods for nonlinear and non-gaussian state-space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical methods in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Global optimization of statistical functions with simulated annealing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recent Developments in Nonparametric Density Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization by Simulated Annealing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-Gaussian State-Space Modeling of Nonstationary Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothness priors analysis of time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recursive Bayesian estimation using piecewise constant approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4875327 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3330303 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4727203 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4272782 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear filters. Estimation and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4714150 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the nonlinear and nonnormal filter using rejection sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4416768 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Calculation of Posterior Distributions by Data Augmentation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov chains for exploring posterior distributions. (With discussion) / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/s0378-3758(00)00218-4 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2075621349 / rank
 
Normal rank

Latest revision as of 09:05, 30 July 2024

scientific article; zbMATH DE number 1623545
Language Label Description Also known as
English
Estimation of unknown parameters in nonlinear and non-Gaussian state-space models
scientific article; zbMATH DE number 1623545

    Statements

    Estimation of unknown parameters in nonlinear and non-Gaussian state-space models (English)
    0 references
    0 references
    19 November 2001
    0 references
    state-space model
    0 references
    Metropolis-Hastings algorithm
    0 references
    simulated annealing
    0 references
    mode estimation
    0 references
    Monte Carlo optimization
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references