Efficient estimation of conditionally linear and Gaussian state space models (Q485736)

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scientific article; zbMATH DE number 6386053
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    Efficient estimation of conditionally linear and Gaussian state space models
    scientific article; zbMATH DE number 6386053

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      Efficient estimation of conditionally linear and Gaussian state space models (English)
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      14 January 2015
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      nonlinear state-space models
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      efficient importance sampling
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      Rao-Blackwellization
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      inflation forecasting
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