A new method for sequential learning of states and parameters for state-space models: the particle swarm learning optimization
DOI10.1080/00949655.2020.1762600OpenAlexW3024810611MaRDI QIDQ5036844FDOQ5036844
Authors: Ivan Robert Enriquez Guzman, P. C. C. Ccori
Publication date: 23 February 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2020.1762600
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Statistics (62-XX) Bayesian inference (62F15) Bootstrap, jackknife and other resampling methods (62F40) Robustness and adaptive procedures (parametric inference) (62F35) Sequential estimation (62L12) Stochastic approximation (62L20)
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