On some extensions of the sequential Monte Carlo methods in high-order hidden Markov models

MaRDI QIDQ2323951zbMATH OpenFDO

Authors Mouhamad Mounirou Allaya, Alioune Coulibaly, El Hadj Dème, Mouhamadou Moustapha Kâ, Babacar Sène

Publication date 13 September 2019

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.as/1566353035

zbMATH Keywords

filteringhigh-order HMMsequential Monte Carlosmoothing

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05)

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Cited in

(1)

• Sequential Monte Carlo methods

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