Bandwidth selection in pre-smoothed particle filters
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Publication:340850
DOI10.1007/s11222-015-9591-4zbMath1505.62230arXiv1310.7177OpenAlexW3121273833MaRDI QIDQ340850
Tore Selland Kleppe, Hans Julius Skaug
Publication date: 15 November 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.7177
kernel smoothinglikelihood estimationstate space modelparticle filteradaptive bandwidth selectionvariance inflation
Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05)
Uses Software
Cites Work
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