Efficient inference for nonlinear state space models: an automatic sample size selection rule
DOI10.1016/j.csda.2019.03.010OpenAlexW2936501240WikidataQ128087608 ScholiaQ128087608MaRDI QIDQ2419153
Publication date: 29 May 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2019.03.010
nonlinear state space modelsparticle Markov chain Monte Carlo methodMonte Carlo expectation maximization algorithmsample size selection criterion
Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)
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