Monte Carlo maximum likelihood estimation for non-Gaussian state space models (Q4364934)
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scientific article; zbMATH DE number 1088778
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Monte Carlo maximum likelihood estimation for non-Gaussian state space models |
scientific article; zbMATH DE number 1088778 |
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Monte Carlo maximum likelihood estimation for non-Gaussian state space models (English)
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2 June 1998
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antithetic variable
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control variable
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exponential family distribution
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heavy-tailed distribution
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importance sampling
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Kalman filtering
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smoothing
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non-Gaussian time series model
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Monte Carlo simulation
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0.8689143061637878
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0.8377808928489685
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0.83064204454422
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0.8120852708816528
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