Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems (Q892433)
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scientific article; zbMATH DE number 6511642
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| English | Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems |
scientific article; zbMATH DE number 6511642 |
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Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems (English)
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19 November 2015
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nonlinear filtering
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particle filtering
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nonparametric filtering
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state-space model
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inference tests
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Bayes factor
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CUSUM test
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sensitivity indices
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0.8325729370117188
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0.8283113837242126
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0.8274113535881042
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0.806540310382843
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0.8059412240982056
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