Simulation smoothing for state-space models: a computational efficiency analysis
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Publication:452558
DOI10.1016/j.csda.2010.07.009zbMath1247.62238OpenAlexW2037360823WikidataQ57437736 ScholiaQ57437736MaRDI QIDQ452558
Shirley Miller, Denis Pelletier, William J. McCausland
Publication date: 15 September 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.07.009
Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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