Nonparametric particle filtering and smoothing with quasi-Monte Carlo sampling (Q5300740)
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scientific article; zbMATH DE number 6182242
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| English | Nonparametric particle filtering and smoothing with quasi-Monte Carlo sampling |
scientific article; zbMATH DE number 6182242 |
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Nonparametric particle filtering and smoothing with quasi-Monte Carlo sampling (English)
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28 June 2013
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general state-space model
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sequential Monte Carlo
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nonparametric density estimation
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multivariate frequency polygon
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multivariate stochastic volatility
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high frequency
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0.8439037799835205
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0.8339502811431885
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0.8275176286697388
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0.8273524641990662
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