Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models (Q1002580)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models |
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Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models (English)
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2 March 2009
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EM algorithm
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exponential family
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particle filters
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sequential Monte Carlo methods
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state space models
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stochastic volatility model
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