Particle approximations of the score and observed information matrix in state space models with application to parameter estimation (Q115657)
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scientific article; zbMATH DE number 5880029
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| English | Particle approximations of the score and observed information matrix in state space models with application to parameter estimation |
scientific article; zbMATH DE number 5880029 |
Statements
98
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1
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65-80
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4 February 2011
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19 April 2011
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Particle approximations of the score and observed information matrix in state space models with application to parameter estimation (English)
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observed information matrix
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particle method
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sequential Monte Carlo simulation
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state space model
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stochastic approximation
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