Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models (Q3606638)
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scientific article; zbMATH DE number 5519736
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models |
scientific article; zbMATH DE number 5519736 |
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Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models (English)
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26 February 2009
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importance sampling
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Kalman filtering
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Markov chain Monte Carlo
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Newton-Raphson
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posterior mode
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simulation smoothing
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stochastic volatility model
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0.8438312411308289
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0.8377808928489685
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0.8377808928489685
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0.8275488018989563
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