scientific article; zbMATH DE number 1959519

MaRDI QIDQ4416768zbMATH OpenFDO

Authors Hisashi Tanizaki

Publication date 5 August 2003

zbMATH Keywords

Kalman filtersmoothingmeanvarianceGibbs samplinglikelihood function

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

Recommendations

• Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations
• Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models
• Monte Carlo maximum likelihood estimation for non-Gaussian state space models
• On markov chain monte carlo methods for nonlinear and non-gaussian state-space models
• Nonlinear and non-Gaussian state space modeling using sampling techniques

Cited in

(5)

• Smoothing sample extremes with dynamic models
• Estimation of unknown parameters in nonlinear and non-Gaussian state-space models
• Computational aspects of sequential Monte Carlo filter and smoother
• On markov chain monte carlo methods for nonlinear and non-gaussian state-space models
• Nonlinear and non-Gaussian state space modeling using sampling techniques

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4416768)