Switching state-space models: likelihood function, filtering and smoothing (Q1299533)
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scientific article; zbMATH DE number 1327280
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| English | Switching state-space models: likelihood function, filtering and smoothing |
scientific article; zbMATH DE number 1327280 |
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Switching state-space models: likelihood function, filtering and smoothing (English)
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26 September 2000
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switching model
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smoother
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sequential optimal sampler
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simulated maximum-likelihood
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state-space model
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partial Kalman filter
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importance sampling
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0.8881107
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0.8808609
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0.8750836
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0.8725788
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