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