Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models (Q5233205)
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scientific article; zbMATH DE number 7105434
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models |
scientific article; zbMATH DE number 7105434 |
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Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models (English)
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16 September 2019
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particle filtering
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parameter estimation
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Monte Carlo integration
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state-space model
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model inference
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uniform convergence
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