Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models (Q3606638): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models |
scientific article |
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Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models (English)
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26 February 2009
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importance sampling
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Kalman filtering
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Markov chain Monte Carlo
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Newton-Raphson
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posterior mode
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simulation smoothing
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stochastic volatility model
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