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    author
    Eric Jacquier
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    Peter E. Rossi
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    publication date
    9 March 2006
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    Mathematics Subject Classification ID
    62P05
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    62F15
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    91B28
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    65C40
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    zbMATH DE Number
    5010685
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    zbMATH Keywords
    Markov-chain Monte Carlo
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    method of moments
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    nonlinear filtering
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    quasi-maximum likelihood
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