Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators (Q1952219)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators |
scientific article |
Statements
Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators (English)
0 references
28 May 2013
0 references
auxiliary particle filter
0 references
EM algorithm
0 references
exact algorithm
0 references
generalised Poisson estimator
0 references
partially observed diffusion process
0 references
sequential Monte Carlo
0 references
