Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models (Q1002580)
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scientific article; zbMATH DE number 5521505
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| English | Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models |
scientific article; zbMATH DE number 5521505 |
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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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0.9343208
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0.9246706
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0.9162729
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0.9112944
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0.9099307
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