Fast simulated annealing in \(\mathbb R^d\) with an application to maximum likelihood estimation in state-space models
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Publication:1019616
DOI10.1016/j.spa.2008.09.007zbMath1163.60320MaRDI QIDQ1019616
Tobias Rydén, Sylvain Rubenthaler, Magnus Wiktorsson
Publication date: 4 June 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2008.09.007
60J22: Computational methods in Markov chains
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