Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators (Q1952219)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators |
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Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators (English)
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28 May 2013
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auxiliary particle filter
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EM algorithm
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exact algorithm
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generalised Poisson estimator
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partially observed diffusion process
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sequential Monte Carlo
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