scientific article; zbMATH DE number 1959519

zbMATH Open1017.62086MaRDI QIDQ4416768FDOQ4416768

Authors: Hisashi Tanizaki 

Publication date: 5 August 2003

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Kalman filtersmoothingmeanvarianceGibbs samplinglikelihood function

Mathematics Subject Classification ID

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

Cited In (5)

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

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