Asymptotic properties of particle filter-based maximum likelihood estimators for state space models (Q2476295): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of particle filter-based maximum likelihood estimators for state space models |
scientific article |
Statements
Asymptotic properties of particle filter-based maximum likelihood estimators for state space models (English)
0 references
18 March 2008
0 references
asymptotic normality
0 references
consistency
0 references
hidden Markov model
0 references
maximum likelihood
0 references
particle filter
0 references
sequential Monte Carlo methods
0 references
state space models
0 references
