On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models
DOI10.1111/1467-9469.00309zbMATH Open1035.62015OpenAlexW2122505543MaRDI QIDQ4455923FDOQ4455923
Authors: Olivier Cappé, Randal Douc, Eric Moulines, Christian P. Robert Robert 
Publication date: 16 March 2004
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9469.00309
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Cites Work
Cited In (8)
- Maximum likelihood estimation of the Markov-switching GARCH model
- Monte Carlo likelihood inference for missing data models
- Asymptotics of maximum likelihood estimators based on Markov chain Monte Carlo methods
- Statistical Inference for Partially Hidden Markov Models
- Convergence of Position-Dependent MALA with Application to Conditional Simulation in GLMMs
- Particle methods for statistical inference and design optimization
- Asymptotic properties of particle filter-based maximum likelihood estimators for state space models
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
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