Comparison of simulation-based algorithms for parameter estimation and state reconstruction in nonlinear state-space models (Q6160660)
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scientific article; zbMATH DE number 7701139
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| English | Comparison of simulation-based algorithms for parameter estimation and state reconstruction in nonlinear state-space models |
scientific article; zbMATH DE number 7701139 |
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Comparison of simulation-based algorithms for parameter estimation and state reconstruction in nonlinear state-space models (English)
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26 June 2023
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EM algorithms
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conditional particle filtering
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backward simulation
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nonlinear models
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statistical inference
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0.8148126602172852
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0.7975721955299377
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0.7847487926483154
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0.7739370465278625
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