On particle methods for parameter estimation in state-space models (Q254462)
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scientific article; zbMATH DE number 6551864
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| English | On particle methods for parameter estimation in state-space models |
scientific article; zbMATH DE number 6551864 |
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On particle methods for parameter estimation in state-space models (English)
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8 March 2016
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Bayesian inference
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maximum likelihood inference
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particle filtering
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sequential Monte Carlo
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state-space models
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0.8742220401763916
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0.8300294280052185
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