Comparison of simulation-based algorithms for parameter estimation and state reconstruction in nonlinear state-space models (Q6160660)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7701139
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Comparison of simulation-based algorithms for parameter estimation and state reconstruction in nonlinear state-space models |
scientific article; zbMATH DE number 7701139 |
Statements
Comparison of simulation-based algorithms for parameter estimation and state reconstruction in nonlinear state-space models (English)
0 references
26 June 2023
0 references
EM algorithms
0 references
conditional particle filtering
0 references
backward simulation
0 references
nonlinear models
0 references
statistical inference
0 references
0 references
0.8148126602172852
0 references
0.7975721955299377
0 references
0.7847487926483154
0 references
0.7739370465278625
0 references
