Numerical integration applied to inference in state space models

MaRDI QIDQ5067597zbMATH OpenFDO

Authors Constantin Weiser

Publication date 4 April 2022

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Numerical integration (65D30) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)

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Cited in

(1)

• Numerical integration in logistic-normal models

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