Nonparametric particle filtering and smoothing with quasi-Monte Carlo sampling (Q5300740): Difference between revisions
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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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