Parameter estimation in general state-space models using particle methods

zbMath1047.62084MaRDI QIDQ1881407

Arnaud Doucet, Vladislav B. Tadić

Publication date: 5 October 2004

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

optimal filtering; state-space models; nonlinear time series; sequential Monte Carlo

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62L20: Stochastic approximation

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