Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

DOI10.1111/sjos.12077zbMath1305.62303arXiv1103.5399OpenAlexW2274286444MaRDI QIDQ2932769

Sumeetpal S. Singh, Gareth W. Peters, Ajay Jasra, Thomas A. Dean

Publication date: 9 December 2014

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.5399

zbMATH Keywords

parameter estimationhidden Markov modelsequential Monte Carloapproximate Bayesian computation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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